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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Bibliographic Details
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.).

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Table of contents

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020 |a 9781849508230  |q (ebook) 
040 |a UtOrBLW  |c UtOrBLW  |b cze  |d ZLD002 
080 |a 330.43 
245 0 0 |a Messy data  |h [elektronický zdroj] :  |b missing observations, outliers, and mixed-frequency data /  |c edited by R. Carter Hill. 
260 |a Bingley, U.K. :  |b Emerald,  |c 1999. 
300 |a 1 online zdroj (xii, 305 p.). 
490 1 |a Advances in econometrics,  |x 0731-9053 ;  |v v. 13 
505 0 |a Testing for random individual and time effects using unbalanced panel data / Qi Li -- Messy time series : a unified approach / Jeremy Penzer -- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern -- Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure / Massimiliano Marcellino -- Testing for unit roots in economic time series with missing observations / David E.A. Giles -- A statistical approach for disaggregating mixed-frequency economic / Zhao-Guo Chen -- Influential data diagnostics for transition data / Larry W. Taylor -- The effects of different types of outliers on unit root tests / G.S. Maddala -- An extended yule-walker method for estimating a vector autoregressive model with mixed-frequencey data / Peter A. Zadrozny -- Missing data from infrequency of purchase : Bayesian estimation of a linear expenditure system / Ma. Rebecca Valenzuela -- Introduction / Carter Hill. 
520 |a 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. 
504 |a Obsahuje bibliografie 
506 |a Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty univerzity 
650 4 |a Econometrics. 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Hill, R. Carter. 
776 1 |z 9780762303038 
830 0 |a Advances in econometrics ;  |v v. 13. 
856 4 0 |u https://proxy.k.utb.cz/login?url=http://www.emeraldinsight.com/0731-9053/13  |y Plný text 
992 |a BK  |c EBOOK-TN  |c BME 
999 |c 70277  |d 70277 
993 |x NEPOSILAT  |y EIZ 

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