Messy data missing observations, outliers, and mixed-frequency data /

• Other Authors: Hill, R. Carter
• Format: Electronic eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 1999.
• Series: Advances in econometrics ; v. 13.
• Subjects: Science > History.; Business & Economics > Econometrics.; Econometrics.

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...