Missing Data Methods: Time-Series Methods and Applications

Drukker, Professor D

ISBN 10: 1780525265 / ISBN 13: 9781780525266

Edité par Emerald Publishing Limited, 2011

Part of the "Advances in Econometrics" series, this title contains chapters 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; and, Consistent Estimation and Orthogonality. Editor(s): Drukker, David M. Series: Advances in Econometrics. Num Pages: 290 pages, ill. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 164 x 27. Weight in Grams: 534. . 2011. Hardcover. . . . . N° de réf. du vendeur V9781780525266

Synopsis :

Part of the "Advances in Econometrics" series, this title contains chapters 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; and, Consistent Estimation and Orthogonality.

Présentation de l'éditeur: 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.

Détails bibliographiques

Titre : Missing Data Methods: Time-Series Methods ...
Éditeur : Emerald Publishing Limited
Date d'édition : 2011
Reliure : Couverture rigide
Etat : New