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...

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Bibliographic Details
Other Authors: Drukker, David M.
Format: Electronic
Language: English
Published: Bingley, U.K. : Emerald, 2011.
Series: Advances in econometrics ; v. 27, pt. B.
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ISBN: 9781780525273 (electronic bk.) :
Physical Description: 1 online resource (x, 251 p.) : ill.

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Summary: 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.
ISBN: 9781780525273 (electronic bk.) :
ISSN: 0731-9053 ;