Advances in Econometrics Messy Data Missing Observations Outliers and Mixed Frequency Data (13) - Couverture rigide

 
9780762303038: Advances in Econometrics Messy Data Missing Observations Outliers and Mixed Frequency Data (13)

Synopsis

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.

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Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.