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008 101115s1999 enk o 000 0 eng d
020 _a9781849508230 (electronic bk.) :
_c£63.95 ; €92.95 ; $113.95
040 _aUtOrBLW
_cUtOrBLW
050 4 _aHB139
_b.M47 1999
072 7 _aKCH
_2bicssc
072 7 _aECO
_2bicssc
072 7 _aSCI034000
_2bisacsh
072 7 _aBUS021000
_2bisacsh
080 _a330.43
082 0 4 _a330.015195
_222
245 0 0 _aMessy data
_h[electronic resource] :
_bmissing observations, outliers, and mixed-frequency data /
_cedited by R. Carter Hill.
260 _aBingley, U.K. :
_bEmerald,
_c1999.
300 _a1 online resource (xii, 305 p.).
490 1 _aAdvances in econometrics,
_x0731-9053 ;
_vv. 13
505 0 _aTesting 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 _aOften 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.
588 0 _aPrint version record
650 7 _aScience
_xHistory.
_2bisacsh
650 7 _aBusiness & Economics
_xEconometrics.
_2bisacsh
650 7 _aEconometrics.
_2bicssc
650 0 _aEconometrics.
700 1 _aHill, R. Carter.
776 1 _z9780762303038
830 0 _aAdvances in econometrics ;
_vv. 13.
856 4 0 _uhttps://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(1999)13
913 _1BMEbacklist
999 _c32189
_d32189