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Messy data [electornic resources] missing observations, outliers,and mixed-frequency data edited by R. Carter Hill.
- 其他作者：
- 出版： Bingley, U.K. : Emerald 1999.
- 叢書名： Advances in econometrics ,v. 13
- 主題： Science--History , Business & Economics--Econometrics , Econometrics , Econometrics
- ISBN： 9781849508230
- URL：
Connect to Emerald resource
- 一般註：99年度中區共購共享電子書 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
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讀者標籤：
- 系統號： 000218774 | 機讀編目格式
館藏資訊
摘要註
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 afew observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems
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