Missing Data Methods
Time-Series Methods and Applications
Published on 30. November 2011
Book
Hardback
290 pages
978-1-78052-526-6 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Bingley
United Kingdom
Publishing group
Emerald Publishing Limited
Target group
College/higher education
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 19 mm
Weight
561 gr
ISBN-13
978-1-78052-526-6 (9781780525266)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
E-Book
11/2011
Emerald Publishing Limited
€133.99
Available for download
Content
List of Contributors.
Introduction.
Markov Switching Models in Empirical Finance.
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey.
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps.
Missing-Data Imputation in Nonstationary Panel Data Models.
Missing Data Methods: Time-Series Methods and Applications.
Advances in Econometrics.
Advances in Econometrics.
Copyright page.
Introduction.
Markov Switching Models in Empirical Finance.
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey.
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps.
Missing-Data Imputation in Nonstationary Panel Data Models.
Missing Data Methods: Time-Series Methods and Applications.
Advances in Econometrics.
Advances in Econometrics.
Copyright page.