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 5 12 18 479
Analytic Derivatives for Estimation of Linear Dynamic Models 0 0 0 43 1 5 5 102
Cointegration Analysis with Mixed-Frequency Data 0 0 0 280 0 6 10 693
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 1 1 1 77 1 4 6 403
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 2 3 6 171 4 8 20 433
Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data 0 0 0 0 0 1 5 8
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 7 0 10 13 58
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 0 33 2 11 15 71
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 0 696 1 6 15 3,255
Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models 0 0 0 0 5 5 5 5
Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims 0 0 0 1 1 3 5 11
Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims 0 0 0 20 3 5 8 21
Long-Run Expectations And Capacity 0 0 0 103 1 7 8 641
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 124 0 7 7 378
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 12 1 2 4 48
Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 0 0 3 6 8
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 1 283 2 7 9 1,055
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 0 2 5 8
Total Working Papers 3 4 8 1,850 27 104 164 7,677

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 4 8 83
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 4 6 8 185
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 33 3 5 13 220
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 231 1 6 10 1,086
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 53 1 3 6 199
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 1 4 6 630
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 0 0 0 71 1 7 7 295
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 0 0 14 0 1 2 29
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 32 1 5 15 304
Estimation of vector error correction models with mixed-frequency data 0 0 0 26 0 3 4 73
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 0 12 1 2 6 61
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 1 2 8 655
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 17 1 3 11 139
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 1 3 93 0 2 8 192
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 0 3 4 505
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 17 2 8 17 225
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 0 2 0 3 4 16
Total Journal Articles 0 1 3 946 17 67 137 4,897

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 0 0 0 1
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data 0 0 0 0 0 4 6 15
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p 0 0 0 0 0 1 1 3
Total Chapters 0 0 0 0 0 5 7 19
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