0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics > Economic statistics

Buy Now

Missing-Data Methods (Abridged, Hardcover, abridged) Loot Price: R6,545
Discovery Miles 65 450
Missing-Data Methods (Abridged, Hardcover, abridged): David M. Drukker

Missing-Data Methods (Abridged, Hardcover, abridged)

David M. Drukker; Series edited by Carter Hill, Tom Fomby

Series: Advances in Econometrics

 (sign in to rate)
Loot Price R6,545 Discovery Miles 65 450 | Repayment Terms: R613 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

This Book Set consists of: *9781780525242 - Missing Data Methods: Cross-sectional Methods and Applications (Part A) *9781780525266 - Missing Data Methods: Time-series Methods and Applications (Part B) The papers in this volume cover topics in the econometric approach to missing data problems. Data can be missing because an individual failed to answer a question or because the laws of nature imply that an individual can only follow one of several possible paths. We refer to the first case as one of missing observations and to the second case as one of unobserved outcomes. This volume reflects the fact that econometricians have been very active in the development and use of methods for unobserved outcomes. The huge interest in these methods caused the volume to be split into parts A and B. The 12 chapters in Part A discuss cross-sectional methods. All the papers either derive, survey, or evaluate new methods for handling missing-data problems. Per the current interest in econometrics, 11 of the 12 papers address unobserved-outcome problems. The 4 chapters in Part B discuss time-series methods. Two chapters comprehensively survey the use of Markov switching models in finance. The third chapter surveys discrete-time and continuous-time models for volatility. The fourth chapter derives a new imputation method for nonstationary panel-data models and compares it to existing methods.

General

Imprint: Emerald Publishing Limited
Country of origin: United Kingdom
Series: Advances in Econometrics
Release date: December 2011
First published: 2011
Editors: David M. Drukker
Series editors: Carter Hill • Tom Fomby
Dimensions: 234 x 156 x 37mm (L x W x T)
Format: Hardcover • Hardcover
Pages: 625
Edition: abridged
ISBN-13: 978-0-85724-751-3
Categories: Books > Business & Economics > Economics > Econometrics > Economic statistics
LSN: 0-85724-751-4
Barcode: 9780857247513

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners