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[Advances in Econometrics] Missing Data Methods: Time-Series Methods and Applications Volume 27 || Markov Switching Models in Empirical Finance

✍ Scribed by Drukker, David M.

Book ID: 119973136
Publisher: Emerald Group Publishing Limited
Year: 2011
Tongue: English
Weight: 767 KB
Edition: 1
Volume: 10.1108/S0731-9053(2011)27_Part_2
Category: Article
ISBN: 1780525273
ISSN: 0731-9053
DOI: 10.1108/S0731-9053(2011)000027B004

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✦ 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.

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