Zadrozny, Peter
(as bibtex)
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Articles (9)

Chen, Baoline, Zadrozny, Peter.
Realtime statespace method for computing filtered estimates of future revisions of U.S. quarterly GDP.

Chen, Baoline, Zadrozny, Peter.
Realtime statespace method for computing filtered estimates of future revisions of U.S. quarterly GDP.

Scott, Stuart, Zadrozny, Peter.
Aggregation and modelbased 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.
61:857870

Zadrozny, Peter.
Gaussian likelihood of continuoustime ARMAX models when data are stocks and flows at different frequencies.
Econometric Theory
1988.
4:108124

Zadrozny, Peter.
Analytic derivatives for estimation of discretetime, linearquadratic, dynamic, optimization models.
Econometrica
1988.
56:467472

Zadrozny, Peter.
Continuoustime 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.