Missing data methods time-series methods and applications /

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:
Business & Economics > Econometrics.
Economics.
Econometrics.
Online Access:Full Text via HEAL-Link
Table of Contents:
  • 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.

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