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 eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2011.
SeriesAdvances in econometrics ; v. 27, pt. B.
Subjects
Econometrics.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781780525273
ISSN0731-9053 ;
DOI10.1108/S0731-9053(2011)27_Part_2
Physical Description1 online resource (x, 251 p.) : ill.

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Table of Contents:
  • 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.

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