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.
9781780525273 (electronic bk.) : £72.95 ; €105.95 ; $134.95
Business & Economics--Econometrics.
Economics.
Econometrics.
Econometrics.
HB139 / .M57 2011
330.015195
330.4
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.
9781780525273 (electronic bk.) : £72.95 ; €105.95 ; $134.95
Business & Economics--Econometrics.
Economics.
Econometrics.
Econometrics.
HB139 / .M57 2011
330.015195
330.4