Messy data missing observations, outliers, and mixed-frequency data /
Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just a few ob...
| Άλλοι συγγραφείς: | |
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| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Bingley, U.K. :
Emerald,
1999.
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| Σειρά: | Advances in econometrics ;
v. 13. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
| Περίληψη: | Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just a few observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems. |
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| Φυσική περιγραφή: | 1 online resource (xii, 305 p.). |
| ISBN: | 9781849508230 (electronic bk.) : |
| ISSN: | 0731-9053 ; |
