Missing Data Methods (inbunden)
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Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
290
Utgivningsdatum
2011-11-30
Förlag
Emerald Publishing Limited
Illustrationer
ill
Volymtitel
Part B
Dimensioner
241 x 158 x 31 mm
Vikt
521 g
Antal komponenter
1
ISSN
0731-9053
ISBN
9781780525266
Missing Data Methods (inbunden)

Missing Data Methods

Time-Series Methods and Applications

Inbunden Engelska, 2011-11-30
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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.
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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.