Description

Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just a few observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems.

Messy Data: Missing Observations, Outliers, and Mixed-Frequency Data

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Hardback by R. Carter Hill , Thomas B. Fomby

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Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with... Read more

    Publisher: Emerald Publishing Limited
    Publication Date: 19/01/1999
    ISBN13: 9780762303038, 978-0762303038
    ISBN10: 0762303034

    Number of Pages: 320

    Non Fiction , Business, Finance & Law

    Description

    Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just a few observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems.

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