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

Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions

Zadrozny, Peter A., (2005)

Perturbation Solution of Nonlinear Rational Expectations Models

Zadrozny, Peter A., (1999)

COMPUTING HIGHER MOMENTS IN THE LINEAR-QUADRATIC-EXPONENTIAL-GAUSSIAN OPTIMAL CONTROL PROBLEM

Chen, Baoline, (2000)