Peter A. Zadrozny

发表

Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals

Peter A. Zadrozny, 1990 .

Identifiability of regular and singular multivariate autoregressive models from mixed frequency data

Brian D. O. Anderson, Michael Eichler, Manfred Deistler, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity

Peter A. Zadrozny, Baoline Chen, 2009, Comput. Stat. Data Anal..

Estimation of vector error correction models with mixed‐frequency data

Byeongchan Seong, Sung K. Ahn, Peter A. Zadrozny, 2013 .

AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA

Peter A. Zadrozny, Baoline Chen, 1999 .

Labor Statistics Office of Prices and Living Conditions Extended Yule-Walker Identification of Varma Models with Single-or Mixed-Frequency Data

Peter A. Zadrozny, 2016 .

An eigenvalue method of undetermined coefficients for solving linear rational expectations models

Peter A. Zadrozny, 1998 .

Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies

Peter Zadrozny, Peter A. Zadrozny, 1988, Econometric Theory.

Kalman-filtering methods for computing information matrices for time-invariant, periodic, and generally time-varying VARMA models and samples

Stefan Mittnik, Peter A. Zadrozny, S. Mittnik, 1994 .

Analytic Derivatives for Estimation of Linear Dynamic Models

Peter A. Zadrozny, 1988 .

Real-Time State-Space Method for Computing Smoothed Estimates for Future Revisions of U.S. Monthly Chained CPI

Peter A. Zadrozny, 2016, SSRN Electronic Journal.

Further model-based estimates of US total manufacturing production capital and technology, 1949–2005

Peter A. Zadrozny, Baoline Chen, 2012 .

Labor Statistics Office of Prices and Living Conditions Estimated U . S . Manufacturing Production Capital and Technology Based on an Estimated Dynamic Structural Economic Model

Peter A. Zadrozny, Baoline Chen, 2009 .

Cointegration Analysis with Mixed-Frequency Data

Byeongchan Seong, Sung K. Ahn, Peter A. Zadrozny, 2007, SSRN Electronic Journal.

An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game

Peter A. Zadrozny, Baoline Chen, Baoline Chen, 2002 .

Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model

Peter A. Zadrozny, 1990 .

Errata to “analytic derivatives for estimation of linear dynamic models”

Peter A. Zadrozny, 1992 .

Big Data Analytics Using Splunk

Peter Zadrozny, Raghu Kodali, Peter A. Zadrozny, 2013, Apress.

Analytic derivatives of the matrix exponential for estimation of continuous-time ARMA models

Peter A. Zadrozny, 1989 .

Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model

Peter A. Zadrozny, Baoline Chen, 2005, SSRN Electronic Journal.

Further model-based estimates of US total manufacturing production capital and technology, 1949–2005

Peter A. Zadrozny, Baoline Chen, 2012, Journal of Productivity Analysis.

COST OF LIVING INDEX BASED ON AN ESTIMATED GENERALIZED CES UTILITY FUNCTION COMPUTED USING MULTI-STEP PERTURBATION *

Peter A. Zadrozny, 2009 .

An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations

Peter A. Zadrozny, 1997 .

TOTAL FACTOR PRODUCTIVITY COMPUTED AND EVALUATED USING MULTI-STEP PERTURBATION *

Peter A. Zadrozny, Baoline Chen, 2004 .

Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(P,Q) Process

Peter A. Zadrozny, 2005, SSRN Electronic Journal.

Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem

Peter A. Zadrozny, Baoline Chen, 2012 .

Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data

Stefan Mittnik, Peter A. Zadrozny, S. Mittnik, 2004, SSRN Electronic Journal.

Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models

Peter A. Zadrozny, S. Mittnik, 1993 .

Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals

Peter A. Zadrozny, Baoline Chen, 2019, Journal of Time Series Analysis.

FACTOR DECOMPOSITION OF VARMA MODELS BASED ON WEIGHTED FORECAST-ERROR COVARIANCES: APPLIED TO FORECASTING QUARTERLY U.S. GDP AT MONTHLY INTERVALS

Peter A. Zadrozny, 2007 .

Big Data Analytics Using Splunk: Deriving Operational Intelligence from Social Media, Machine Data, Existing Data Warehouses, and Other Real-Time Streaming Sources

Peter Zadrozny, Raghu Kodali, Peter A. Zadrozny, 2013 .

Analytic Derivatives for Estimation of Discrete-Time,

Peter A. Zadrozny, 1988 .

Econometric Modelling with Mixed Frequency and Temporally Aggregated Data

Peter A. Zadrozny, Marcus J. Chambers, 2019, Journal of Time Series Analysis.

Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment

Peter A. Zadrozny, E. Tallman, 2005 .

Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP

Peter A. Zadrozny, Baoline Chen, 2002 .

Analytic derivatives of the matrix exponential for estimation of linear continuous-time models 1 The

Peter A. Zadrozny, Baoline Chen, 2001 .

Total Output Productivity Accounted for Automatically in Terms of Individual Input Productivities

Peter A. Zadrozny, 2015 .

Labor Statistics Office of Prices and Living Conditions Further Model-Based Estimates of U . S . Total Manufacturing Production Capital and Technology , 1949-2005

Peter A. Zadrozny, Baoline Chen, 2009 .

A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games

Peter A. Zadrozny, 1988 .