Missing Data Methods: Time-Series Methods and Applications

By David M. Drukker

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 1780525265
• ISBN13: 9781780525266
• Release Date: November 2011
• Publisher: Emerald Group Publishing
• Length: 290 Pages
• Weight: 1.15 lbs.
• Dimensions: 1.0" x 6.1" x 9.1"