Cargando…
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 |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley, U.K. :
Emerald,
1999.
|
| Colección: | Advances in econometrics ;
v. 13. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Ia 4500 | ||
|---|---|---|---|
| 001 | ocn689055328 | ||
| 003 | OCoLC | ||
| 005 | 20231005004200.0 | ||
| 006 | m o d | ||
| 007 | cr un||||||||| | ||
| 008 | 101203s1999 enk o 000 0 eng d | ||
| 040 | |a UTBLW |b eng |c UTBLW |d UTBLW |d OCLCQ |d BWS |d OCLCO |d OCLCF |d BEDGE |d OCLCQ |d OCLCO |d OCLCQ |d ESU |d KIJ |d CAUOI |d OL$ |d LUN |d OCLCO |d OCLCQ |d OCLCO | ||
| 019 | |a 823931408 |a 1167543587 | ||
| 020 | |a 9781849508230 |q (electronic bk.) | ||
| 020 | |a 1849508232 |q (electronic bk.) | ||
| 020 | |a 9780762303038 | ||
| 020 | |a 0762303034 | ||
| 029 | 1 | |a GBVCP |b 727476513 | |
| 029 | 1 | |a NZ1 |b 15570765 | |
| 035 | |a (OCoLC)689055328 |z (OCoLC)823931408 |z (OCoLC)1167543587 | ||
| 050 | 4 | |a HB139 |b .M47 1999 | |
| 072 | 7 | |a KCH |2 bicssc | |
| 072 | 7 | |a ECO |2 bicssc | |
| 072 | 7 | |a SCI034000 |2 bisacsh | |
| 072 | 7 | |a BUS021000 |2 bisacsh | |
| 080 | |a 330.43 | ||
| 082 | 0 | 4 | |a 330.015195 |2 22 |
| 049 | |a UAMI | ||
| 245 | 0 | 0 | |a Messy data : |b missing observations, outliers, and mixed-frequency data / |c edited by R. Carter Hill. |
| 260 | |a Bingley, U.K. : |b Emerald, |c 1999. | ||
| 300 | |a 1 online resource (xii, 305 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Advances in econometrics, |x 0731-9053 ; |v v. 13 | |
| 505 | 0 | |a Testing for random individual and time effects using unbalanced panel data / Qi Li -- Messy time series : a unified approach / Jeremy Penzer -- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern -- Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure / Massimiliano Marcellino -- Testing for unit roots in economic time series with missing observations / David E.A. Giles -- A statistical approach for disaggregating mixed-frequency economic / Zhao-Guo Chen -- Influential data diagnostics for transition data / Larry W. Taylor -- The effects of different types of outliers on unit root tests / G.S. Maddala -- An extended yule-walker method for estimating a vector autoregressive model with mixed-frequencey data / Peter A. Zadrozny -- Missing data from infrequency of purchase : Bayesian estimation of a linear expenditure system / Ma. Rebecca Valenzuela -- Introduction / Carter Hill. | |
| 520 | |a 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. | ||
| 590 | |a Emerald Insight |b Emerald All Book Titles | ||
| 650 | 0 | |a Econometrics. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 7 | |a Econometrics. |2 bicssc | |
| 650 | 7 | |a Science |x History. |2 bisacsh | |
| 650 | 7 | |a Business & Economics |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a Gestion d'entreprises. |2 eclas | |
| 650 | 7 | |a Econometrics |2 fast | |
| 700 | 1 | |a Hill, R. Carter. | |
| 776 | 1 | |z 9780762303038 | |
| 830 | 0 | |a Advances in econometrics ; |v v. 13. | |
| 856 | 4 | 0 | |u https://emerald.uam.elogim.com/insight/publication/doi/10.1108/S0731-9053(1999)13 |z Texto completo |
| 994 | |a 92 |b IZTAP | ||