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~isPartOf:"Computing in Economics and Finance 2003"
~isPartOf:"Econometric theory"
~isPartOf:"Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control"
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Computing in Economics and Finance 2003
Econometric theory
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
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Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data
Chen, Baoline
;
Zadrozny, Peter A.
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005706796
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2
A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 155-159
Persistent link: https://www.econbiz.de/10001046032
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Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies
Zadrozny, Peter A.
- In:
Econometric theory
4
(
1988
)
1
,
pp. 108-124
Persistent link: https://www.econbiz.de/10001049382
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