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Missing Data Methods: Time-Series Methods and Applications by David M. Drukker 9781780525266

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Description

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.

Book Information
ISBN 9781780525266
Author David M. Drukker
Format Hardback
Page Count 290
Imprint Emerald Group Publishing Limited
Publisher Emerald Publishing Limited
Weight(grams) 522g
Dimensions(mm) 234mm * 156mm * 25mm

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