02668nam a2200397Ka 4500 bslw06309190 UtOrBLW 20161010130639.0 m d cr un||||||||| 101115s1999 enk o 000 0 eng d 9781849508230 (electronic bk.) : £63.95 ; €92.95 ; $113.95 UtOrBLW UtOrBLW HB139 .M47 1999 KCH bicssc ECO bicssc SCI034000 bisacsh BUS021000 bisacsh 330.43 330.015195 22 Messy data [electronic resource] : missing observations, outliers, and mixed-frequency data / edited by R. Carter Hill. Bingley, U.K. : Emerald, 1999. 1 online resource (xii, 305 p.). Advances in econometrics, 0731-9053 ; v. 13 Testing 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. Often 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. Science History. bisacsh Business & Economics Econometrics. bisacsh Econometrics. bicssc Econometrics. Hill, R. Carter. 9780762303038 Advances in econometrics ; v. 13. http://www.emeraldinsight.com/0731-9053/13 BMEbacklist 455 455