Time-series methods and applications
Author(s)
Bibliographic Information
Time-series methods and applications
（Advances in econometrics : a research annual / editors, R.L. Basmann, George F. Rhodes, Jr, v. 27B . Missing data methods ; [B]）（Emerald books）
Emerald, 2011
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"Emerald books"--Cover
Includes bibliographical references
"The huge interest in these methods caused the volume to be split into parts A and B."--Back cover
Description and Table of Contents
Description
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.
Table of Contents
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.
by "Nielsen BookData"