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

• Other Authors: Hill, R. Carter.
• Format: eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 1999.
• Series: Advances in econometrics ; v. 13.
• Subjects: Econometrics.; elektronické knihy; electronic books
• ISBN: 9781849508230
• Physical Description: 1 online zdroj (xii, 305 p.).

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...