Missing data methods : time-series methods and applications / edited by David M. Drukker.

Contributor(s):

Drukker, David M

Material type: Text

TextSeries: Advances in econometrics ; v. 27, pt. B.Publication details: Bingley, U.K. : Emerald, 2011.Description: 1 online resource (x, 251 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781780525273
1780525273
9781780525266
1780525265

Subject(s):

Genre/Form:

Electronic books.

Additional physical formats: Print version:: No titleDDC classification:

330.015195 23

LOC classification:

HB139 .M57 2011

Online resources:

Click here to access online

Contents:

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.

Summary: 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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Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

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.

Includes bibliographical references.

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