UID:
almahu_9949069067102882
Format:
1 online resource (x, 251 p.) :
,
ill.
ISBN:
9781780525273 (electronic bk.) :
Series Statement:
Advances in econometrics, v. 27, pt. B
Content:
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.
Note:
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.
Additional Edition:
ISBN 9781780525266
Language:
English
Keywords:
Aufsatzsammlung
;
Aufsatzsammlung
;
Aufsatzsammlung
URL:
https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2011)27_Part_2
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(lizenzpflichtig)
