Available identifiers zbMath Open zadrozny.peter-a MaRDI QID Q198607
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv . We are working on additional sources - please check back here soon!
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
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