國立高雄大學圖資館 |

Language: English

Back

Missing data methodstime-series meth...

Drukker, David M.

Missing data methodstime-series methods and applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Missing data methodsedited by David M. Drukker.
Reminder of title:	time-series methods and applications /
other author:	Drukker, David M.
Published:	Bingley, U.K. :Emerald,2011.
Description:	1 online resource (x, 251 p.) :ill.
Subject:	Econometrics.
Online resource:	http://www.emeraldinsight.com/0731-9053/27 Part 2
ISBN:	9781780525273 (electronic bk.)

Missing data methodstime-series methods and applications /
Missing data methodstime-series methods and applications /[electronic resource] :edited by David M. Drukker. - Bingley, U.K. :Emerald,2011. - 1 online resource (x, 251 p.) :ill. - Advances in econometrics,v. 27, pt. B0731-9053 ;. - Advances in econometrics ;17.

Introduction / David M. Drukker -- Markov switching models in empirical finance / Massimo Guidolin -- Markov switching in portfolio choice and asset pricing models : a survey / Massimo Guidolin -- Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps / Diep Duong, Norman R. Swanson -- Missing-data imputation in nonstationary panel data models / Wensheng Kang.

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.

ISBN: 9781780525273 (electronic bk.)Subjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139 / .M57 2011

Dewey Class. No.: 330.015195

Universal Decimal Class. No.: 330.4

Missing data methodstime-series methods and applications /
LDR:01728nmm a2200265Ia 4500 001 387710
003 UtOrBLW
005 20130815114135.0
006 m d
007 cr un|||||||||
008 130905s2011 enka o 000 0 eng d
020 $a 9781780525273 (electronic bk.)
020 $a 9781780525266
035 $a bslw08203250
040 $a UtOrBLW $c UtOrBLW
050 4 $a HB139 $b .M57 2011
080 $a 330.4
082 0 4 $a 330.015195 $2 23
245 0 0 $a Missing data methods $h [electronic resource] : $b time-series methods and applications / $c edited by David M. Drukker.
260 $a Bingley, U.K. : $b Emerald, $c 2011.
300 $a 1 online resource (x, 251 p.) : $b ill.
490 1 $a Advances in econometrics, $x 0731-9053 ; $v v. 27, pt. B
505 0 $a Introduction / David M. Drukker -- Markov switching models in empirical finance / Massimo Guidolin -- Markov switching in portfolio choice and asset pricing models : a survey / Massimo Guidolin -- Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps / Diep Duong, Norman R. Swanson -- Missing-data imputation in nonstationary panel data models / Wensheng Kang.
520 $a 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.
650 0 $a Econometrics. $3 182271
700 1 $a Drukker, David M. $3 612690
776 1 $z 9781780525266
830 0 $a Advances in econometrics ; $v 17 $3 452596
856 4 0 $u http://www.emeraldinsight.com/0731-9053/27 Part 2