Person:198607

Available identifiers

zbMath Open zadrozny.peter-aMaRDI QIDQ198607

List of research outcomes

Publication	Date of Publication	Type
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals	2019-12-06	Paper
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data	2016-07-12	Paper
Estimation of vector error correction models with mixed-frequency data	2013-10-09	Paper
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p	2010-06-30	Paper
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity	2010-03-30	Paper
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model	2009-12-07	Paper
Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem	2003-06-18	Paper
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game.	2002-07-15	Paper
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models.	2001-08-20	Paper
An eigenvalue method of undetermined coefficients for solving linear rational expectations models	1999-01-12	Paper
Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples	1994-09-25	Paper
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models	1994-02-02	Paper
Analytic derivatives for estimation of linear dynamic models	1989-01-01	Paper
A consistent, closed-loop solution for infinite-horizon, linear- quadratic, dynamic Stackelberg games	1988-01-01	Paper
Analytic Derivatives for Estimation of Discrete-Time, Linear-Quadratic, Dynamic, Optimization Models	1988-01-01	Paper

Research outcomes over time

This page was built for person: Peter A. Zadrozny