Missing data methods time-series methods and applications

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...

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Detalles Bibliográficos
Otros Autores: Drukker, David M. (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Bingley, U.K. : Emerald 2011.
Colección:EBSCO Academic eBook Collection.
Advances in econometrics ; v. 27, pt. B.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b46445262*spi
Descripción
Sumario: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.
Descripción Física:1 recurso electrónico
Formato:Forma de acceso: World Wide Web.
Bibliografía:Incluye referencias bibliográficas.
ISBN:9781780525273
9781780525266