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Missing data methods : time-series methods and applications /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley, U.K. :
Emerald,
2011.
|
| Colección: | Advances in econometrics ;
v. 27, pt. B. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Missing data methods : |b time-series methods and applications / |c edited by David M. Drukker. |
| 260 | |a Bingley, U.K. : |b Emerald, |c 2011. | ||
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| 490 | 1 | |a Advances in econometrics, |x 0731-9053 ; |v v. 27, pt. B | |
| 505 | 0 | |a Introduction / David M. Drukker -- Markov switching models in empirical finance / Massimo Guidolin -- Markov switching in portfolio choice and asset pricing models : a survey / Massimo Guidolin -- Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps / Diep Duong, Norman R. Swanson -- Missing-data imputation in nonstationary panel data models / Wensheng Kang. | |
| 520 | |a 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. | ||
| 504 | |a Includes bibliographical references. | ||
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| 700 | 1 | |a Drukker, David M. | |
| 776 | 0 | 8 | |i Print version: |z 9786613406507 |
| 830 | 0 | |a Advances in econometrics ; |v v. 27, pt. B. | |
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