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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.
Price: $187.99
Pages: 290
Publisher: Emerald Group Publishing Limited
Imprint: Emerald Group Publishing Limited
Publication Date:
30 November 2011
ISBN: 9781780525266
Format: Hardcover
BISACs:
BUSINESS & ECONOMICS / Econometrics, Econometrics & economic statistics
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.