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Missing data methods = time-series m...

Drukker, David M.

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Missing data methods = time-series methods and applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Missing data methods/ edited by David M. Drukker.
Reminder of title:	time-series methods and applications /
other author:	Drukker, David M.
Published:	Bingley, U.K. :Emerald, : 2011.,
Description:	1 online resource (x, 251 p.) :ill.
[NT 15003449]:	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.
Subject:	Econometrics. -
Online resource:	http://www.emeraldinsight.com/0731-9053/27 Part 2
ISBN:	9781780525273 (electronic bk.)

Missing data methods = time-series methods and applications /
Missing data methodstime-series methods and applications /[electronic resource] :edited by David M. Drukker. - Bingley, U.K. :Emerald,2011. - 1 online resource (x, 251 p.) :ill. - Advances in econometrics,v. 27, pt. B0731-9053 ;. - Advances in econometrics ;v. 12..

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.

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.

ISBN: 9781780525273 (electronic bk.)Subjects--Topical Terms:

542934
Econometrics.

LC Class. No.: HB139 / .M57 2011

Dewey Class. No.: 330.015195

Universal Decimal Class. No.: 330.4

Missing data methods = time-series methods and applications /
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505 0 $a 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.
520 $a 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.
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