Messy Data Missing Observations, Outliers, and Mixed-Frequency Data
Description
Often 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.
Keywords
Business & EconomicsEconometrics
1999Book
Author(s)R. Carter Hill, Thomas Fomby
PublisherEmerald Group Publishing Limited
ISBN9780762303038
LanguageEnglish
