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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Table of contents

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020 |a 9781849508230 (electronic bk.) :  |c £63.95 ; €92.95 ; $113.95 
040 |a UtOrBLW  |c UtOrBLW 
080 |a 330.43 
245 0 0 |a Messy data  |h [electronic resource] :  |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 resource (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. 
588 0 |a Print version record 
650 7 |a Science  |x History.  |2 bisacsh 
650 7 |a Business & Economics  |x Econometrics.  |2 bisacsh 
650 7 |a Econometrics.  |2 bicssc 
650 0 |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=https://doi.org/10.1108/S0731-9053(1999)13  |y Full text 

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