Access Statistics for Peter A. Zadrozny

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games 0 0 0 0 1 1 3 425
Analytic Derivatives for Estimation of Linear Dynamic Models 0 0 0 41 0 0 2 90
Cointegration Analysis with Mixed-Frequency Data 0 1 3 274 0 2 10 650
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 0 0 73 0 0 2 391
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Structural Economic Model 0 0 0 40 0 1 3 144
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 1 2 37 113 4 14 93 260
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 1 5 1 1 8 30
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 3 32 0 0 12 48
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 2 687 1 4 31 3,213
Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005 0 0 0 18 0 0 0 89
Long-Run Expectations And Capacity 0 0 1 102 0 1 4 623
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 123 0 1 5 365
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 1 11 0 0 2 38
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 2 12 268 0 4 27 1,006
Total Working Papers 1 5 60 1,787 7 29 202 7,372


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games 0 0 0 22 0 0 1 73
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 0 0 0 176
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 2 32 1 2 9 163
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 1 222 0 2 8 1,056
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 52 0 3 7 190
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 1 199 0 1 3 618
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 0 0 2 67 1 6 10 272
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 1 4 12 0 2 7 17
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 31 1 2 6 239
Estimation of vector error correction models with mixed-frequency data 0 0 0 23 2 2 3 59
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 1 10 0 0 2 43
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 3 3 13 634
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 16 3 4 7 83
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 2 5 73 2 5 10 141
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 1 1 2 498
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 15 0 0 1 165
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 2 2 0 1 6 8
Total Journal Articles 0 3 18 899 14 34 95 4,435


Statistics updated 2021-01-03