Concepedia
Statistics
Publications
19
Citations
584
H-Index
16
Active since
1976
Affiliations
Bureau of Labor Statistics(Current)
Ifo Institute for Economic Research
Washington State University
Chung-Ang University
United States Census Bureau
Peter Zadrozny is an author at Bureau of Labor Statistics specializing in economics, time series analysis, and econometrics.
Publications per year
1976–2016
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies
Peter Zadrozny · Econometric Theory · 1988 · 100 citations
Business, Finance, Forecasting +16
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data
Stefan Mittnik, Peter Zadrozny · SSRN Electronic Journal · 2004 · 77 citations · Full text
Business, Business Economics, Economics +17
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
Stefan Mittnik, Peter Zadrozny · Econometrica · 1993 · 61 citations
Social Sciences, Economics, Econometrics +16
Cointegration Analysis with Mixed-Frequency Data
Byeongchan Seong, Sung K. Ahn, Peter Zadrozny · SSRN Electronic Journal · 2007 · 36 citations · Full text
Social Sciences, Business Economics, Economics +16
Estimation of vector error correction models with mixed‐frequency data
Byeongchan Seong, Sung K. Ahn, Peter Zadrozny · Journal of Time Series Analysis · 2012 · 34 citations
Business, Economics, Econometrics +16
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