Umfang:
Online-Ressource
Ausgabe:
Online-Ausg.
ISBN:
9781849508230
,
1849508232
Serie:
Advances in econometrics volume 13
Inhalt:
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
Inhalt:
Testing for random individual and time effects using unbalanced panel data / Qi Li -- Messy time series : a unified approach / Jeremy Penzer -- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern -- Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure / Massimiliano Marcellino -- Testing for unit roots in economic time series with missing observations / David E.A. Giles -- A statistical approach for disaggregating mixed-frequency economic / Zhao-Guo Chen -- Influential data diagnostics for transition data / Larry W. Taylor -- The effects of different types of outliers on unit root tests / G.S. Maddala -- An extended yule-walker method for estimating a vector autoregressive model with mixed-frequencey data / Peter A. Zadrozny -- Missing data from infrequency of purchase : Bayesian estimation of a linear expenditure system / Ma. Rebecca Valenzuela -- Introduction / Carter Hill
Anmerkung:
Testing for random individual and time effects using unbalanced panel data
,
Messy time series : a unified approach
,
Simulation of multinomial probit probabilities and imputation of missing data
,
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
,
Testing for unit roots in economic time series with missing observations
,
A statistical approach for disaggregating mixed-frequency economic
,
Influential data diagnostics for transition data
,
The effects of different types of outliers on unit root tests
,
An extended yule-walker method for estimating a vector autoregressive model with mixed-frequencey data
,
Missing data from infrequency of purchase : Bayesian estimation of a linear expenditure system
,
Introduction
Weitere Ausg.:
ISBN 9780762303038
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Messy data - missing observations, outliers, and mixed-frequency data Greenwich, Conn. [u.a.] : Jai Press, 1998 ISBN 0762303034
Sprache:
Englisch
Schlagwort(e):
Ökonometrie
;
Aufsatzsammlung
DOI:
10.1108/S0731-9053(1999)13
Bookmarklink
