Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies P Zadrozny Econometric Theory 4 (1), 108-124, 1988 | 142 | 1988 |
Forecasting quarterly German GDP at monthly intervals using monthly Ifo business conditions data S Mittnik, P Zadrozny Ifo survey data in business cycle and monetary policy analysis, 19-48, 2005 | 89 | 2005 |
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models S Mittnik, PA Zadrozny Econometrica: Journal of the Econometric Society, 857-870, 1993 | 73 | 1993 |
Estimating a multivariate ARMA model with mixed-frequency data: An application to forecasting US GNP at monthly intervals PA Zadrozny Center for Economic Studies, US Census Bureau, Working Paper, 1990 | 55 | 1990 |
Estimation of vector error correction models with mixed‐frequency data B Seong, SK Ahn, PA Zadrozny Journal of Time Series Analysis 34 (2), 194-205, 2013 | 42 | 2013 |
An extended Yule-Walker method for estimating a vector autoregressive model with mixed-frequencey data B Chen, PA Zadrozny Advances in Econometrics: Messy Data -- Missing Observations, Outliers, and …, 1998 | 41 | 1998 |
Analytic derivatives for estimation of linear dynamic models PA Zadrozny Computers & Mathematics with Applications 18 (6-7), 539-553, 1989 | 38 | 1989 |
Forecasting US GNP at Monthly Intervals with an Estimated Bivariate Time Series Model PA Zadrozny Economic Review-Federal Reserve Bank of Atlanta 75 (6), 2-15, 1990 | 36 | 1990 |
An eigenvalue method of undetermined coefficients for solving linear rational expectations models PA Zadrozny Journal of Economic Dynamics and Control 22 (8-9), 1353-1373, 1998 | 29 | 1998 |
Extended Yule-Walker Identification of VARMA Models with Single- or Mixed-Frequency Data PA Zadrozny Journal of Econometrics 193, 438-446, 2016 | 25 | 2016 |
Identifiability of regular and singular multivariate autoregressive models from mixed frequency data BDO Anderson, M Deistler, E Felsenstein, B Funovits, P Zadrozny, ... 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 184-189, 2012 | 23 | 2012 |
Cointegration analysis with mixed-frequency data B Seong, SK Ahn, PA Zadrozny CESifo, Working Paper, 2007 | 22 | 2007 |
Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models P Zadrozny Econometrica: Journal of the Econometric Society 56, 467-472, 1988 | 22 | 1988 |
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models B Chen, PA Zadrozny Journal of Economic Dynamics and Control 25 (12), 1867-1879, 2001 | 18 | 2001 |
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch Process PA Zadrozny Advances in Econometrics: Econometric Analysis of Financial and Economic …, 2006 | 16* | 2006 |
Kalman-filtering methods for computing information matrices for time-invariant, periodic, and generally time-varying VARMA models and samples PA Zadrozny, S Mittnik Computers & Mathematics with Applications 28 (4), 107-119, 1994 | 16 | 1994 |
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game B Chen, PA Zadrozny Journal of Economic Dynamics and Control 26 (9-10), 1397-1416, 2002 | 13 | 2002 |
Higher-moments in perturbation solution of the linear-quadratic exponential gaussian optimal control problem B Chen, PA Zadrozny Computational Economics 21, 45-64, 2003 | 11 | 2003 |
Trade, Agriculture, and Development G Tolley, P Zadrozny Ballinger, 1975 | 7 | 1975 |
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity B Chen, PA Zadrozny Computational statistics & data analysis 53 (6), 2061-2074, 2009 | 6 | 2009 |