Zadrozny, Peter

(as bibtex)

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Articles (9)

• Chen, Baoline, Zadrozny, Peter. Real-time state-space method for computing filtered estimates of future revisions of U.S. quarterly GDP.
• Chen, Baoline, Zadrozny, Peter. Real-time state-space method for computing filtered estimates of future revisions of U.S. quarterly GDP.
• Scott, Stuart, Zadrozny, Peter. Aggregation and model-based methods in seasonal adjustment of labor force series.
• Mitnik, Stefan, Zadrozny, Peter. Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models. Econometrica 1993. 61:857-870
• Zadrozny, Peter. Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies. Econometric Theory 1988. 4:108-124
• Zadrozny, Peter. Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models. Econometrica 1988. 56:467-472
• Zadrozny, Peter. Continuous-time dynamic investment model with adjustment costs and gestation lags.
• Zadrozny, Peter. Interpolation of stock and flow data observed at different frequencies.
• Zadrozny, Peter. Likelihood of continuous autoregressions for stocks/flows at different frequencies.