Missing data methods [electronic resource] : time-series methods and applications / edited by David M. Drukker.
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TextSeries: Advances in econometrics ; v. 27, pt. B.Publication details: Bingley, U.K. : Emerald, 2011Description: 1 online resource (x, 251 p.) : illISBN: 9781780525273 (electronic bk.) :Subject(s): Business & Economics -- Econometrics | Economics | Econometrics | EconometricsAdditional physical formats: No titleDDC classification: 330.015195 LOC classification: HB139 | .M57 2011Online resources: Click here to access online | Item type | Current library | Call number | URL | Status | Date due | Barcode | Item holds |
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eBook
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Digital Library
Resources in this library are accessible in digital format e.g. eBooks or eJournals accessible online. |
HB139 .M57 2011 (Browse shelf(Opens below)) | Link to resource | Available |
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.
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