Missing data methods time-series methods and applications /

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...

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Bibliographic Details
Other Authors: Drukker, David M.
Format: Electronic eBook
Language:English
Published: Bingley, U.K. : Emerald, 2011.
Series:Advances in econometrics ; v. 27, pt. B.
Subjects:
Online Access:Full Text via HEAL-Link
Description
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.
Physical Description:1 online resource (x, 251 p.) : ill.
ISBN:9781780525273 (electronic bk.) :
ISSN:0731-9053 ;