Missing Data Methods

Time-Series Methods and Applications

Buch | Hardcover

290 Seiten

2011
Emerald Group Publishing Limited (Verlag)
978-1-78052-526-6 (ISBN)

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Part of the "Advances in Econometrics" series, this title contains chapters 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; and, Consistent Estimation and Orthogonality.

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.

List of Contributors.
Introduction.
Markov Switching Models in Empirical Finance.
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey.
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps.
Missing-Data Imputation in Nonstationary Panel Data Models.
Missing Data Methods: Time-Series Methods and Applications.
Advances in Econometrics.
Advances in Econometrics.
Copyright page.

Reihe/Serie	Advances in Econometrics
Verlagsort	Bingley
Sprache	englisch
Maße	156 x 234 mm
Gewicht	522 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-78052-526-5 / 1780525265
ISBN-13	978-1-78052-526-6 / 9781780525266
Zustand	Neuware