Messy data missing observations, outliers, and mixed-frequency data
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...
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| Other Authors | |
|---|---|
| Format | eBook |
| Language | English |
| Published |
Bingley, U.K. :
Emerald,
1999.
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| Series | Advances in econometrics ;
v. 13. |
| Subjects | |
| Online Access | Full text |
| ISBN | 9781849508230 |
| ISSN | 0731-9053 ; |
| Physical Description | 1 online zdroj (xii, 305 p.). |
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| Summary: | 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 observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems. |
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| Bibliography: | Obsahuje bibliografie |
| ISBN: | 9781849508230 |
| ISSN: | 0731-9053 ; |
| Access: | Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty univerzity |
| Physical Description: | 1 online zdroj (xii, 305 p.). |