TY  - BOOK
AU  - Drukker,David M.
TI  - Missing data methods: time-series methods and applications 
T2  - Advances in econometrics,
SN  - 9781780525273 (electronic bk.) :
AV  - HB139 .M57 2011
U1  - 330.015195 23
PY  - 2011///
CY  - Bingley, U.K.
PB  - Emerald
KW  - Business & Economics
KW  - Econometrics
KW  - bisacsh
KW  - Economics
KW  - bicssc
N1  - 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
N2  - 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
UR  - https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2011)27_Part_2
ER  -