Missing data methods time-series methods and applications
Başlık:
Missing data methods time-series methods and applications
ISBN:
9781780525273
Yayın Bilgileri:
Bingley, U.K. : Emerald, 2011.
Fiziksel Tanımlama:
1 online resource (x, 251 p.) : ill.
Series:
Advances in econometrics, v. 27, pt. B
Advances in econometrics ; v. 27, pt. B.
Contents:
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.
Abstract:
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.
Added Author:
Dil:
English