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 2 30 494
Analytic Derivatives for Estimation of Linear Dynamic Models 0 0 1 44 1 4 11 108
Cointegration Analysis with Mixed-Frequency Data 0 0 1 281 1 1 16 703
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 0 1 77 2 2 9 407
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 0 0 3 171 0 2 18 441
Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data 0 0 0 0 0 0 8 11
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 7 0 0 15 61
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 0 33 0 0 13 71
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 0 696 0 1 15 3,261
Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models 0 0 16 16 0 1 13 13
Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims 0 0 1 2 0 0 7 15
Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims 0 0 1 21 0 0 9 23
Long-Run Expectations And Capacity 0 0 0 103 1 1 10 644
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 124 0 0 12 383
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 12 1 1 12 56
Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 0 1 1 6 11
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 0 283 0 0 18 1,065
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 0 1 8 11
Total Working Papers 0 0 24 1,870 8 17 230 7,778

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 1 7 84
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 1 1 10 189
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 33 0 2 17 228
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 231 1 1 16 1,093
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 53 0 0 9 202
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 0 2 11 636
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 0 0 1 72 0 2 11 299
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 0 0 14 0 0 2 29
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 32 1 1 16 310
Estimation of vector error correction models with mixed-frequency data 0 0 0 26 1 2 7 76
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 0 12 0 0 5 63
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 0 0 9 658
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 1 1 1 18 2 3 14 146
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 1 4 94 2 3 11 197
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 0 1 13 514
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 17 1 1 21 233
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 0 2 0 0 4 17
Total Journal Articles 1 2 6 949 9 20 183 4,974

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA 0 0 0 0 1 2 5 6
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data 0 0 0 0 0 0 10 19
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p 0 0 0 0 0 0 3 5
Total Chapters 0 0 0 0 1 2 18 30
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Statistics updated 2026-10-11