02668nam a2200397Ka 4500001001300000003000800013005001700021006001900038007001500057008004100072020006700113040002100180050002100201072001600222072001600238072002300254072002300277080001100300082001900311245012700330260003700457300003700494490005000531505099300581520041801574650003101992650004902023650002602072650001802098700002102116776001802137830003902155856004702194913001602241999001302257bslw06309190UtOrBLW20161010130639.0m        d        cr un|||||||||101115s1999    enk     o     000 0 eng d  a9781849508230 (electronic bk.) :c£63.95 ; €92.95 ; $113.95  aUtOrBLWcUtOrBLW 4aHB139b.M47 1999 7aKCH2bicssc 7aECO2bicssc 7aSCI0340002bisacsh 7aBUS0210002bisacsh  a330.4304a330.01519522200aMessy datah[electronic resource] :bmissing observations, outliers, and mixed-frequency data /cedited by R. Carter Hill.  aBingley, U.K. :bEmerald,c1999.  a1 online resource (xii, 305 p.).1 aAdvances in econometrics,x0731-9053 ;vv. 130 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.  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. 7aSciencexHistory.2bisacsh 7aBusiness & EconomicsxEconometrics.2bisacsh 7aEconometrics.2bicssc 0aEconometrics.1 aHill, R. Carter.1 z9780762303038 0aAdvances in econometrics ;vv. 13.40uhttp://www.emeraldinsight.com/0731-9053/13  1BMEbacklist  c455d455