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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
This page was built for person: Peter A. Zadrozny
