Missing Data Methods Time-Series Methods and Applications
Description
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.
Keywords
Business & EconomicsEconometrics
2011Book
Author(s)David M. Drukker
PublisherEmerald Group Publishing
ISBN9781780525266
LanguageEnglish
