Title: Missing Data Methods: Time-Series Methods and Applications Vol: 27, Part B
Publisher: Emerald Publishing Limited
Publication Date: 2011
Language: English
ISBN 10: 1780525265
ISBN 13: 9781780525266
Binding: Hardcover
Condition: Brand New

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

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