Messy data[electronic resource] :mis...
Hill, R. Carter.

 

  • Messy data[electronic resource] :missing observations, outliers,and mixed-frequency data /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 330.015195
    書名/作者: Messy data : missing observations, outliers,and mixed-frequency data // edited by R. Carter Hill.
    其他作者: Hill, R. Carter.
    出版者: Bingley, U.K. : : Emerald,, 1999.
    面頁冊數: 1 online resource (xii, 305 p.).
    標題: Science - History.
    標題: Business & Economics - Econometrics.
    標題: Econometrics.
    ISBN: 9781849508230 (electronic bk.)
    內容註: Testing for random individual and time effects using unbalanced panel data / Qi Li -- Messy time series : a unified approach / Jeremy Penzer -- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern -- Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure / Massimiliano Marcellino -- Testing for unit roots in economic time series with missing observations / David E.A. Giles -- A statistical approach for disaggregating mixed-frequency economic / Zhao-Guo Chen -- Influential data diagnostics for transition data / Larry W. Taylor -- The effects of different types of outliers on unit root tests/ G.S. Maddala -- An extended yule-walker method for estimating a vector autoregressive model with mixed-frequencey data / Peter A. Zadrozny -- Missing data from infrequency of purchase : Bayesian estimation of a linear expenditure system / Ma. Rebecca Valenzuela -- Introduction / Carter Hill.
    摘要、提要註: Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just afew observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems.
    電子資源: http://www.emeraldinsight.com/0731-9053/13
評論
Export
取書館別
 
 
變更密碼
登入