Missing-data methods : time-series methods and applications

edited by David M. Drukker

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.

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Year of publication:	2011
Other Persons:	Drukker, David M. (ed.)
Publisher:	Bingley : Emerald
Subject:	Zeitreihenanalyse \| Time series analysis \| Datenqualität \| Data quality \| Theorie \| Theory \| Hidden-Markov-Modell \| Panelanalyse \| Nichtstationäre Zeitreihenanalyse
Description of contents:	Table of Contents [external.dandelon.com] ; Description [zbmath.org]

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Extent:	1 Online-Ressource (X, 251 S.) Ill., Kt.
Series:	Advances in econometrics : a research annual. - Bingley : Emerald, ZDB-ID 2401775-9. - Vol. 27 B
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Description based upon print version of record FRONT COVER; MISSING DATA METHODS: TIME-SERIES METHODS AND APPLICATIONS; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; INTRODUCTION; ACKNOWLEGMENTS; REFERENCES; MARKOV SWITCHING MODELS IN EMPIRICAL FINANCE; INTRODUCTION; A PRIMER ON MARKOV SWITCHING MODELS; UNIVARIATE AND EARLY APPLICATIONS; MULTIVARIATE MSMS AND DYNAMIC FACTOR MODELS; MS AND THE PREDICTABILITY DEBATE; MARKOV SWITCHING ARCH; HOMOGENEOUS VERSUS TIME-VARYING MARKOV CHAIN MODELS; CAN MSMS FORECAST FINANCIAL TIME SERIES?; CONCLUSIONS; NOTES; REFERENCES; MARKOV SWITCHING IN PORTFOLIO CHOICE AND ASSET PRICING MODELS: A SURVEY INTRODUCTIONMARKOV SWITCHING PORTFOLIO SELECTION; DYNAMIC ASSET PRICING MODELS UNDER MARKOV SWITCHING; CONCLUSIONS AND DIRECTIONS FOR FUTURE RESEARCH; NOTES; REFERENCES; VOLATILITY IN DISCRETE AND CONTINUOUS-TIME MODELS: A SURVEY WITH NEW EVIDENCE ON LARGE AND SMALL JUMPS; INTRODUCTION; VOLATILITY MODELS IN DISCRETE TIME; VOLATILITY IN CONTINUOUS TIME; VOLATILITY AND JUMPS; EMPIRICAL FINDINGS; CONCLUDING REMARKS; NOTES; ACKNOWLEDGMENTS; REFERENCES; MISSING-DATA IMPUTATION IN NONSTATIONARY PANEL DATA MODELS; INTRODUCTION; ECONOMETRIC METHODOLOGY; MONTE CARLO EVIDENCE AN EMPIRICAL ANALYSIS OF CROSS-COUNTRY CONVERGENCECONCLUSION; NOTES; ACKNOWLEDGMENTS; REFERENCES
ISBN:	978-1-78052-527-3 ; 978-1-78052-526-6
Other identifiers:	10.1108/S0731-9053(2011)27_Part_2 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012049855