Peter A. Zadrozny
Names
| first: |
Peter |
| middle: |
A. |
| last: |
Zadrozny |
Identifer
Contact
| postal address: |
6429 Princeton Drive
Alexandria, VA 22307, USA |
Affiliations
-
Government of the United States
/ Department of Labor
/ Bureau of Labor Statistics
Research profile
author of:
- Estimation of vector error correction models with mixed-frequency data (RePEc:bla:jtsera:v:34:y:2013:i:2:p:194-205)
by Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny - Econometric Modelling with Mixed Frequency and Temporally Aggregated Data (RePEc:bla:jtsera:v:40:y:2019:i:6:p:869-871)
by Marcus J. Chambers & Peter A. Zadrozny - Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (RePEc:bla:jtsera:v:40:y:2019:i:6:p:968-986)
by Peter A. Zadrozny & Baoline Chen - Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI (RePEc:bls:wpaper:482)
by Peter A. Zadrozny - Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data (RePEc:bls:wpaper:485)
by Peter A. Zadrozny - Weighted-Covariance Factor Decomposition Of Varma Models Applied To Forecasting Quarterly U.S. Real Gdp At Monthly Intervals (RePEc:bls:wpaper:516)
by Peter A. Zadrozny & Baoline Chen - Long-Run Expectations And Capacity (RePEc:cen:wpaper:88-1)
by Robert H Mcguckin & Peter Zadrozny - Analytic Derivatives for Estimation of Linear Dynamic Models (RePEc:cen:wpaper:88-5)
by Peter A. Zadrozny - Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals (RePEc:cen:wpaper:90-5)
by Peter A. Zadrozny - Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims (RePEc:ces:ceswps:_10078)
by Peter A. Zadrozny - Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data (RePEc:ces:ceswps:_1203)
by Stefan Mittnik & Peter A. Zadrozny - Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process (RePEc:ces:ceswps:_1505)
by Peter A. Zadrozny - Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model (RePEc:ces:ceswps:_1526)
by Baoline Chen & Peter A. Zadrozny - Cointegration Analysis with Mixed-Frequency Data (RePEc:ces:ceswps:_1939)
by Byeongchan Seong & Sung K. Ahn & Peter Zadrozny - Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data (RePEc:ces:ceswps:_5884)
by Peter A. Zadrozny - Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI (RePEc:ces:ceswps:_5897)
by Peter A. Zadrozny - Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies (RePEc:cup:etheor:v:4:y:1988:i:01:p:108-124_01)
by Zadrozny, Peter - Analytic Derivatives for Estimation of Discrete-Time, (RePEc:ecm:emetrp:v:56:y:1988:i:2:p:467-72)
by Zadrozny, Peter - Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models (RePEc:ecm:emetrp:v:61:y:1993:i:4:p:857-70)
by Mittnik, Stefan & Zadrozny, Peter A - Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity (RePEc:eee:csdana:v:53:y:2009:i:6:p:2061-2074)
by Chen, Baoline & Zadrozny, Peter A. - A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games (RePEc:eee:dyncon:v:12:y:1988:i:1:p:155-159)
by Zadrozny, Peter - An eigenvalue method of undetermined coefficients for solving linear rational expectations models (RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1353-1373)
by Zadrozny, Peter A. - Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 (RePEc:eee:dyncon:v:25:y:2001:i:12:p:1867-1879)
by Chen, Baoline & Zadrozny, Peter A. - An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game (RePEc:eee:dyncon:v:26:y:2002:i:9-10:p:1397-1416)
by Chen, Baoline & Zadrozny, Peter A. - Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model (RePEc:eee:dyncon:v:33:y:2009:i:7:p:1398-1418)
by Chen, Baoline & Zadrozny, Peter A. - Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data (RePEc:eee:econom:v:193:y:2016:i:2:p:438-446)
by Zadrozny, Peter A. - Unknown item RePEc:eme:aeco11:s0731-9053(05)20013-0 (chapter)
- Unknown item RePEc:eme:aeco11:s0731-9053(1999)0000013005 (chapter)
- Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p (RePEc:eme:aecozz:s0731-9053(05)20013-0)
by Peter A. Zadrozny - An Extended Yule-Walker Method For Estimating A Vector Autoregressive Model With Mixed-Frequencey Data (RePEc:eme:aecozz:s0731-9053(1999)0000013005)
by Baoline Chen & Peter A. Zadrozny - Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model (RePEc:fip:fedaer:y:1990:i:nov:p:2-15)
by Peter A. Zadrozny - Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem (RePEc:kap:compec:v:21:y:2003:i:1_2:p:45-64)
by Baoline Chen & Peter A. Zadrozny - An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations (RePEc:kap:ecopln:v:30:y:1997:i:2-3:p:221-38)
by Zadrozny, Peter A - Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 (RePEc:kap:jproda:v:39:y:2013:i:1:p:61-73)
by Baoline Chen & Peter Zadrozny - An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games (RePEc:sce:scecf1:110)
by Baoline Chen and Peter Zadrozny - Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions (RePEc:sce:scecf5:378)
by Peter A. Zadrozny & Baoline Chen - Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data (RePEc:spr:conchp:978-3-7908-1605-1_2)
by Stefan Mittnik & Peter Zadrozny - Extended Yule-Walker identification of Varma models with single- or mixed frequency data (RePEc:zbw:cfswop:526)
by Zadrozny, Peter A. - Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims (RePEc:zbw:cfswop:682)
by Zadrozny, Peter A.