Missing Data Methods: Time-Series Methods and Applications (Advances in Econometrics, 27, Part B) - Hardcover
Synopsis
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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About the Author
Professor David M. Drukker - StataCorps, TX, USA
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Missing Data Methods: Time-Series Methods and Applications Vol: 27, Part B
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Missing Data Methods: Time-Series Methods and Applications (Advances in Econometrics, 27, Part B)
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