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Missing data methods : time-series methods and applications / edited by David M. Drukker.
- Format:
- Book
- Series:
- Advances in econometrics ; v. 27, pt. B.
- Advances in econometrics, 0731-9053 ; v. 27, pt. B
- Language:
- English
- Subjects (All):
- Econometrics.
- Physical Description:
- 1 online resource (262 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Bingley [England] : Emerald Group Pub. Ltd., 2011.
- Language Note:
- English
- Summary:
- 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.
- Contents:
- Introduction / David M. Drukker
- Markov switching models in empirical finance / Massimo Guidolin
- Markov switching in portfolio choice and asset pricing models : a survey / Massimo Guidolin
- Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps / Diep Duong, Norman R. Swanson
- Missing-data imputation in nonstationary panel data models / Wensheng Kang.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references.
- Print version record
- ISBN:
- 9786613406507
- 9781283406505
- 1283406500
- 9781780525273
- 1780525273
- OCLC:
- 773015344
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