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 Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 1999.
SeriesAdvances in econometrics ; v. 13.
Subjects
Econometrics.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781849508230
ISSN0731-9053 ;
DOI10.1108/S0731-9053(1999)13
Physical Description1 online resource (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.
ISBN:9781849508230
ISSN:0731-9053 ;
DOI:10.1108/S0731-9053(1999)13
Physical Description:1 online resource (xii, 305 p.).

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