Browsing All of EconStor by Author Zadrozny, Peter A.
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2004 | Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data | Mittnik, Stefan; Zadrozny, Peter A. |
2005 | Estimated US manufacturing production capital and technology based on an estimated dynamic economic model | Chen, Baoline; Zadrozny, Peter A. |
2005 | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) process | Zadrozny, Peter A. |
2007 | Cointegration analysis with mixed-frequency data | Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. |
2015 | Extended Yule-Walker identification of Varma models with single- or mixed frequency data | Zadrozny, Peter A. |
2016 | Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data. | Zadrozny, Peter A. |
2016 | Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI | Zadrozny, Peter A. |
2022 | Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims | Zadrozny, Peter A. |
2022 | Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims | Zadrozny, Peter A. |