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
Language: English
Published: Bingley, U.K. : Emerald, 1999.
Series: Advances in econometrics ; v. 13.
Subjects:
Science > History.
Business & Economics > Econometrics.
Econometrics.
elektronické knihy
electronic books
ISBN: 9781849508230 (electronic bk.) :
Physical Description: 1 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 (electronic bk.) :
ISSN: 0731-9053 ;

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