Forecasting US GNP at monthly intervals with an estimated bivariate time series model

von Zadrozny, Peter A.
Veröffentlicht in Economic review (1990)

An eigenvalue method of undetermined coefficients for solving linear rational expectations models

von Zadrozny, Peter A.
Veröffentlicht in Journal of economic dynamics & control (1998)

Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate garch (P,Q) process

von Zadrozny, Peter A.
Veröffentlicht in Econometric analysis of financial and economic time series ; part a (2006)

Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models

von Zadrozny, Peter A.
Veröffentlicht in Econometrica (1988)

A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games

von Zadrozny, Peter A.
Veröffentlicht in Journal of economic dynamics & control (1988)

Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data

von Zadrozny, Peter A.
Veröffentlicht in Journal of econometrics (2016)

Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) process

von Zadrozny, Peter A.
Veröffentlicht 2005

Estimating a multivariate ARMA model with mixed-frequency data : an application to forecasting US GNP at monthly intervals

von Zadrozny, Peter A.
Veröffentlicht 1990

An econometric analysis of Polish inflation dynamics with learning about rational expectations

von Zadrozny, Peter A.
Veröffentlicht in Economics of planning (1997)

Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies

von Zadrozny, Peter A.
Veröffentlicht in Econometric theory (1988)

Forecasting quaterly German GDP at mothly intervals using monthly ifo business conditions data

von Mittnik, Stefan
Veröffentlicht in Ifo survey data in business cycle and monetary policy analysis (2004)

An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game

von Chen, Baoline
Veröffentlicht in Journal of economic dynamics & control (2002)

Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models

von Mittnik, Stefan
Veröffentlicht in Econometrica (1993)

Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", december 2003

von Mittnik, Stefan
Veröffentlicht 2004

Estimated US manufacturing production capital and technology based on an estimated dynamic economic model

von Chen, Baoline
Veröffentlicht 2005

Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model

von Chen, Baoline
Veröffentlicht in Journal of economic dynamics & control (2009)

Analytic dervatives of the matrix exponential for estimation of linear continuous-time models

von Chen, Baoline
Veröffentlicht in Journal of economic dynamics & control (2001)

An extended Yule-Walker method for estimating a vector autoregressive model with mixed-frequencey data

von Chen, Baoline
Veröffentlicht in Advances in econometrics (1998)

Further model-based estimates of US total manufacturing production capital and technology, 1949 - 2005

von Chen, Baoline
Veröffentlicht in Journal of productivity analysis (2013)

Estimation of capital and technology with a dynamic economic model

von Chen, Baoline
Veröffentlicht 1999