The following pages link to Peter A. Zadrozny (Q198607):
Displaying 17 items.
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
- Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity (Q961401) (← links)
- Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model (Q1042362) (← links)
- (Q1108210) (redirect page) (← links)
- A consistent, closed-loop solution for infinite-horizon, linear- quadratic, dynamic Stackelberg games (Q1108211) (← links)
- An eigenvalue method of undetermined coefficients for solving linear rational expectations models (Q1274215) (← links)
- (Q1334707) (redirect page) (← links)
- Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples (Q1334708) (← links)
- An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game. (Q1605199) (← links)
- Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem (Q1812109) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
- Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models (Q3142742) (← links)
- Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p (Q3571974) (← links)
- Analytic Derivatives for Estimation of Discrete-Time, Linear-Quadratic, Dynamic, Optimization Models (Q3820341) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- Analytic derivatives of the matrix exponential for estimation of linear continuous-time models. (Q5941448) (← links)
