Description

Book 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.

Table of Contents
List of Contributors. Introduction. Markov Switching Models in Empirical Finance. Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey. Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps. Missing-Data Imputation in Nonstationary Panel Data Models. Missing Data Methods: Time-Series Methods and Applications. Advances in Econometrics. Advances in Econometrics. Copyright page.

Missing Data Methods: Time-Series Methods and

    Product form

    £103.99

    Includes FREE delivery

    Order before 4pm today for delivery by Sat 4 Jul 2026.

    A Hardback by David M. Drukker

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Missing Data Methods: Time-Series Methods and by David M. Drukker

      Publisher: Emerald Publishing Limited
      Publication Date: 30/11/2011
      ISBN13: 9781780525266, 978-1780525266
      ISBN10: 1780525265
      Also in:
      Econometrics and economic statistics

      Description

      Book 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.

      Table of Contents
      List of Contributors. Introduction. Markov Switching Models in Empirical Finance. Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey. Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps. Missing-Data Imputation in Nonstationary Panel Data Models. Missing Data Methods: Time-Series Methods and Applications. Advances in Econometrics. Advances in Econometrics. Copyright page.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account