Missing data methods time-series methods and applications /
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...
| Други автори: | Drukker, David M. |
|---|---|
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Bingley, U.K. :
Emerald,
2011.
|
| Серия: |
Advances in econometrics ;
v. 27, pt. B. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=430065 |
Съдържание:
- 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.