Messy data : missing observations, outliers, and mixed-frequency data

edited by R. Carter Hill

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

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Year of publication:	1999
Other Persons:	Hill, Rufus Carter (contributor)
Publisher:	Bingley, U.K : Emerald
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Statistische Methode \| Statistical method \| Datenqualität \| Data quality \| Ökonometrie
Description of contents:	Table of Contents [gbv.de]

Extent:	Online-Ressource
Series:	Advances in econometrics : a research annual. - Bingley : Emerald, ZDB-ID 2401775-9. - Vol. volume 13
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	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.
ISBN:	978-1-84950-823-0 ; 1-84950-823-2 ; 978-0-7623-0303-8
Other identifiers:	10.1108/S0731-9053(1999)13 [DOI]
Classification:	Methoden und Techniken der Volkswirtschaft ; Mathematische Statistik ; Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009628680