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 0 7 13 422
Analytic Derivatives for Estimation of Linear Dynamic Models 0 0 0 41 0 2 3 88
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Structural Economic Model 0 0 0 40 0 0 4 140
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 2 5 23 70 7 20 66 154
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 4 0 3 6 22
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 0 29 0 1 9 33
Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005 0 0 1 18 2 4 9 89
Long-Run Expectations And Capacity 0 0 2 101 1 1 3 618
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 1 3 10 1 2 9 36
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 2 255 0 0 5 976
Total Working Papers 2 6 31 568 11 40 127 2,578
4 registered items for which data could not be found


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 0 72
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 0 0 2 175
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 29 1 5 7 152
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 221 1 3 7 1,048
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 52 4 4 7 183
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 198 0 0 1 615
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 1 1 3 65 3 6 8 259
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 1 31 1 2 6 232
Estimation of vector error correction models with mixed-frequency data 0 1 1 23 1 2 2 56
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 1 9 1 2 6 41
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 2 2 8 621
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 16 2 5 12 76
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 3 4 11 68 4 6 13 129
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 0 1 5 496
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 1 1 15 0 4 6 164
Total Journal Articles 4 7 18 872 20 42 90 4,319


Statistics updated 2019-11-03