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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Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Drukker, David M.
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Bingley, U.K. : Emerald, 2011.
Σειρά:Advances in econometrics ; v. 27, pt. B.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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245 0 0 |a Missing data methods  |h [electronic resource] :  |b time-series methods and applications /  |c edited by David M. Drukker. 
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505 0 |a 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. 
520 |a 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. 
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830 0 |a Advances in econometrics ;  |v v. 27, pt. B. 
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