Peter A. Zadrozny

Economics and Econometrics · 2004–2007

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #18,737 of 23,481 by trust here, #8,485 by citations
• Finance — 9 citations into it; #9,118 of 10,518 by trust here, #3,859 by citations
• Sociology and Political Science — 6 citations into it
• Statistics and Probability — 6 citations into it; #11,360 of 12,932 by trust here, #6,552 by citations

Whom Peter A. Zadrozny trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Tim Bollerslev
3. S. Ling
4. Stefan Mittnik
5. Svetlozar T. Rachev
6. Michael Mcaleer
7. Lars Peter Hansen
8. Christian M. Hafner
9. J. R. Magnus
10. Marc S. Paolella

Who trusts Peter A. Zadrozny overall

1. Bjørn Eraker
2. Eric Ghysels
3. Rüdiger Pethig
4. Jakob de Haan
5. S. Brakman
6. Guido Tabellini

Papers from Peter A. Zadrozny's perspective

Ordered by how strongly the researchers Peter A. Zadrozny trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Time Series Analysis: Forecasting and Control
4. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
5. Time Series Analysis by State Space Methods
6. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
10. Some Consequences of Temporal Aggregation in Empirical Analysis

Their papers

• Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data (2004) — 124 citations
• Cointegration Analysis with Mixed-Frequency Data (2007) — 68 citations
• Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(P,Q) Process (2005) — 80 citations