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An econometric analysis of Polish inflation dynamics with learning about rational expectations
Zadrozny, Peter A. - In: Economics of planning : an international journal … 30 (1997) 2, pp. 221-238
Persistent link: https://www.econbiz.de/10001233686
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Forecasting US GNP at monthly intervals with an estimated bivariate time series model
Zadrozny, Peter A. - In: Economic review 75 (1990) 6, pp. 2-15
Persistent link: https://www.econbiz.de/10001102626
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An eigenvalue method of undetermined coefficients for solving linear rational expectations models
Zadrozny, Peter A. - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1353-1373
Persistent link: https://www.econbiz.de/10001250758
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Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A. - In: Journal of econometrics 193 (2016) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
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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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Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model
Chen, Baoline; Zadrozny, Peter A. - In: Journal of economic dynamics & control 33 (2009) 7, pp. 1398-1418
Persistent link: https://www.econbiz.de/10003846767
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Further model-based estimates of US total manufacturing production capital and technology, 1949 - 2005
Chen, Baoline; Zadrozny, Peter A. - In: Journal of productivity analysis 39 (2012) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10009693353
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Analytic dervatives of the matrix exponential for estimation of linear continuous-time models
Chen, Baoline; Zadrozny, Peter A. - In: Journal of economic dynamics & control 25 (2001) 12, pp. 1867-1879
Persistent link: https://www.econbiz.de/10001610141
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Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
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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