Peter Zadrozny
Zitiert von
Zitiert von
Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies
P Zadrozny
Econometric Theory 4 (1), 108-124, 1988
Forecasting quarterly German GDP at monthly intervals using monthly Ifo business conditions data
S Mittnik, P Zadrozny
Ifo survey data in business cycle and monetary policy analysis, 19-48, 2005
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
S Mittnik, PA Zadrozny
Econometrica: Journal of the Econometric Society, 857-870, 1993
Estimating a multivariate ARMA model with mixed-frequency data: An application to forecasting US GNP at monthly intervals
PA Zadrozny
Center for Economic Studies, US Census Bureau, Working Paper, 1990
Estimation of vector error correction models with mixed‐frequency data
B Seong, SK Ahn, PA Zadrozny
Journal of Time Series Analysis 34 (2), 194-205, 2013
An extended Yule-Walker method for estimating a vector autoregressive model with mixed-frequencey data
B Chen, PA Zadrozny
Advances in Econometrics: Messy Data -- Missing Observations, Outliers, and …, 1998
Analytic derivatives for estimation of linear dynamic models
PA Zadrozny
Computers & Mathematics with Applications 18 (6-7), 539-553, 1989
Forecasting US GNP at Monthly Intervals with an Estimated Bivariate Time Series Model
PA Zadrozny
Economic Review-Federal Reserve Bank of Atlanta 75 (6), 2-15, 1990
An eigenvalue method of undetermined coefficients for solving linear rational expectations models
PA Zadrozny
Journal of Economic Dynamics and Control 22 (8-9), 1353-1373, 1998
Extended Yule-Walker Identification of VARMA Models with Single- or Mixed-Frequency Data
PA Zadrozny
Journal of Econometrics 193, 438-446, 2016
Identifiability of regular and singular multivariate autoregressive models from mixed frequency data
BDO Anderson, M Deistler, E Felsenstein, B Funovits, P Zadrozny, ...
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 184-189, 2012
Cointegration analysis with mixed-frequency data
B Seong, SK Ahn, PA Zadrozny
CESifo, Working Paper, 2007
Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models
P Zadrozny
Econometrica: Journal of the Econometric Society 56, 467-472, 1988
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models
B Chen, PA Zadrozny
Journal of Economic Dynamics and Control 25 (12), 1867-1879, 2001
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch Process
PA Zadrozny
Advances in Econometrics: Econometric Analysis of Financial and Economic …, 2006
Kalman-filtering methods for computing information matrices for time-invariant, periodic, and generally time-varying VARMA models and samples
PA Zadrozny, S Mittnik
Computers & Mathematics with Applications 28 (4), 107-119, 1994
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game
B Chen, PA Zadrozny
Journal of Economic Dynamics and Control 26 (9-10), 1397-1416, 2002
Higher-moments in perturbation solution of the linear-quadratic exponential gaussian optimal control problem
B Chen, PA Zadrozny
Computational Economics 21, 45-64, 2003
Trade, Agriculture, and Development
G Tolley, P Zadrozny
Ballinger, 1975
Weighted-Covariance Factor Decomposition of VARMA Models Applied to Forecasting Quarterly U.S. Real GDP and Monthly Intervals
PA Zadrozny, B Chen
Journal of Time Series Analysis 40, 968-986, 2019
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