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...
| Other Authors: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley, U.K. :
Emerald,
1999.
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| Series: | Advances in econometrics ;
v. 13. |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Testing for random individual and time effects using unbalanced panel data / Qi Li
- Messy time series : a unified approach / Jeremy Penzer
- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern
- Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure / Massimiliano Marcellino
- Testing for unit roots in economic time series with missing observations / David E.A. Giles
- A statistical approach for disaggregating mixed-frequency economic / Zhao-Guo Chen
- Influential data diagnostics for transition data / Larry W. Taylor
- The effects of different types of outliers on unit root tests / G.S. Maddala
- An extended yule-walker method for estimating a vector autoregressive model with mixed-frequencey data / Peter A. Zadrozny
- Missing data from infrequency of purchase : Bayesian estimation of a linear expenditure system / Ma. Rebecca Valenzuela
- Introduction / Carter Hill.
