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Missing Data Methods
  • Publisher: Emerald Group Publishing Limited
  • Imprint: Emerald Group Publishing Limited
  • Dimensions: 290 pages - 156 x 234 x 25mm
  • Subjects: Economics

Missing Data Methods

Time-Series Methods and Applications

David M. Drukker
Emerald
Emerald

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Hardback
9781780525266
30 November 2011
$187.99
eBook (PDF)
9781780525273
30 November 2011
$183.99

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  • Description
  • Contents
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.

List of Contributors. Introduction. Markov Switching Models in Empirical Finance. Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey. Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps. Missing-Data Imputation in Nonstationary Panel Data Models. Missing Data Methods: Time-Series Methods and Applications. Advances in Econometrics. Advances in Econometrics. Copyright page.