Missing Data Methods: Time-Series Methods and Applications (Advances in Econometrics, Volume 27B)

David M. Drukker

ISBN 10: 1780525265 / ISBN 13: 9781780525266

Published by Emerald Group Publishing Limited, 2011

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Bibliographic Details

• Title: Missing Data Methods: Time-Series Methods and Applications (Advances in Econometrics, Volume 27B)
• Publisher: Emerald Group Publishing Limited
• Publication Date: 2011
• Language: English
• ISBN 10: 1780525265
• ISBN 13: 9781780525266
• Binding: Hardcover
• Condition: Like New
• Book Type: book

About this title

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.

About the Author

Professor David M. Drukker - StataCorps, TX, USA