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Missing Data Methods: Time-Series Methods and Applications
Professor D Drukker
€ 143.94
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Description for Missing Data Methods: Time-Series Methods and Applications
Hardback. Part of the "Advances in Econometrics" series, this title contains chapters 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; and, Consistent Estimation and Orthogonality. Editor(s): Drukker, David M. Series: Advances in Econometrics. Num Pages: 290 pages, ill. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 164 x 27. Weight in Grams: 534.
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.
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.
Product Details
Publisher
Emerald Publishing Limited United Kingdom
Number of pages
290
Format
Hardback
Publication date
2011
Series
Advances in Econometrics
Condition
New
Number of Pages
290
Place of Publication
Bingley, United Kingdom
ISBN
9781780525266
SKU
V9781780525266
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
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