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...

Full description

Saved in:
Bibliographic Details
Other Authors: Drukker, David M.
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald, 2011.
Series: Advances in econometrics ; v. 27, pt. 2
Subjects:
Econometrics.
elektronické knihy
electronic books
ISBN: 9781780525273
Physical Description: 1 online zdroj (x, 251 p.) : ill.

Cover

Table of contents

LEADER 02248nam a2200361 a 4500
001 70751
003 CZ ZlUTB
005 20240911210622.0
006 m d
007 cr un
008 120130s2011 xxka s 000 0 eng d
999 |c 70751  |d 70751 
020 |a 9781780525273  |q (ebook) 
040 |a UtOrBLW  |c UtOrBLW  |b cze  |d ZLD002 
080 |a 330.4 
245 0 0 |a Missing data methods  |h [elektronický zdroj] :  |b time-series methods and applications /  |c edited by David M. Drukker. 
260 |a Bingley, U.K. :  |b Emerald,  |c 2011. 
300 |a 1 online zdroj (x, 251 p.) :  |b ill. 
490 1 |a Advances in econometrics,  |x 0731-9053 ;  |v v. 27, pt. 2 
504 |a Obsahuje bibliografie 
505 0 |a 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. 
506 |a Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty univerzity 
520 |a 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. 
650 4 |a Econometrics. 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Drukker, David M. 
776 1 |z 9781780525266 
830 0 |a Advances in econometrics ;  |v v. 27, pt. 2 
856 4 0 |u https://proxy.k.utb.cz/login?url=https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2011)27_Part_2  |y Plný text 
942 |2 udc 
992 |a BK  |c EBOOK-TN  |c BME 
993 |x NEPOSILAT  |y EIZ 

Similar Items