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Missing data methods time-series methods and applications / [electronic resource] : edited by David M. Drukker. - Bingley, U.K. : Emerald, 2011. - 1 online resource (x, 251 p.) : ill. - Advances in econometrics, v. 27, pt. B 0731-9053 ; . - Advances in econometrics ; v. 27, pt. B. .

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.

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.

ISBN: 9781780525273 (electronic bk.) : £72.95 ; €105.95 ; $134.95

Subjects--Topical Terms:
Business & Economics--Econometrics.
Economics.
Econometrics.
Econometrics.

LC Class. No.: HB139 / .M57 2011

Dewey Class. No.: 330.015195

Universal Decimal Class. No.: 330.4