Missing Data Methods

Time-Series Methods and Applications

AvDavid M. Drukker

Inbunden, Engelska, 2011

Del i serien Advances in Econometrics

1 491 kr

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Beskrivning

Volume 27 of "Advances in Econometrics", entitled "Missing Data Methods", contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling.

Produktinformation

Utgivningsdatum:2011-11-30
Mått:156 x 234 x 25 mm
Vikt:522 g
Format:Inbunden
Språk:Engelska
Serie:Advances in Econometrics
Antal sidor:290
Förlag:Emerald Publishing Limited
ISBN:9781780525266

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Innehållsförteckning

List of Contributors.Introduction. Markov Switching Models in Empirical Finance. Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey. Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps. Missing-Data Imputation in Nonstationary Panel Data Models. Missing Data Methods: Time-Series Methods and Applications. Advances in Econometrics. Advances in Econometrics. Copyright page.