Messy data : missing observations, outliers, and mixed-frequency data /
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 ob...
Clasificación: | Libro Electrónico |
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Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Bingley, U.K. :
Emerald,
1999.
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Colección: | Advances in econometrics ;
v. 13. |
Temas: | |
Acceso en línea: | Texto completo |
Sumario: | 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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Descripción Física: | 1 online resource (xii, 305 pages). |
ISBN: | 9781849508230 1849508232 9780762303038 0762303034 |
ISSN: | 0731-9053 ; |