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Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: This volume in the Advances in Econometrics series will focus on Missing-Data Methods. Buchnummer des Verkäufers

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Inhaltsangabe: The papers in this volume cover topics in the econometric approach to missing-data problems. Data can be missing because an individual failed to answer a question or because the laws of nature imply that an individual can only follow one of several possible paths. We refer to the first case as one of missing observations and to the second case as one of unobserved outcomes. This volume reflects the fact that econometricians have been very active in the development and use of methods for unobserved outcomes. The huge interest in these methods caused the volume to be split into parts A and B. The 12 chapters in Part A discuss cross-sectional methods. All the papers either derive, survey, or evaluate new methods for handling missing-data problems. Per the current interest in econometrics, 11 of the 12 papers address unobserved-outcome problems. The 4 chapters in Part B discuss time-series methods. Two chapters comprehensively survey the use of Markov switching models in finance. The third chapter surveys discrete-time and continuous-time models for volatility. The fourth chapter derives a new imputation method for nonstationary panel-data models and compares it to existing methods.

Über den Autor: David M. Drukker - StataCorps, TX, USA

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Buchbeschreibung Emerald Group Publishing Limited, 2011. Hardcover. Buchzustand: Very Good. small scratch on top right edge, otherwise fine, Buchnummer des Verkäufers mon0000962743

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Buchbeschreibung Emerald Group Publishing Limited, 2011. HRD. Buchzustand: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Buchnummer des Verkäufers CE-9780857247513

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Verlag: Emerald Publishing Limited, United Kingdom (2011)
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Buchbeschreibung Emerald Publishing Limited, United Kingdom, 2011. Hardback. Buchzustand: New. abridged. 240 x 170 mm. Language: English . Brand New Book. This Book Set consists of: *9781780525242 - Missing Data Methods: Cross-sectional Methods and Applications (Part A) *9781780525266 - Missing Data Methods: Time-series Methods and Applications (Part B) The papers in this volume cover topics in the econometric approach to missing data problems. Data can be missing because an individual failed to answer a question or because the laws of nature imply that an individual can only follow one of several possible paths. We refer to the first case as one of missing observations and to the second case as one of unobserved outcomes. This volume reflects the fact that econometricians have been very active in the development and use of methods for unobserved outcomes. The huge interest in these methods caused the volume to be split into parts A and B. The 12 chapters in Part A discuss cross-sectional methods. All the papers either derive, survey, or evaluate new methods for handling missing-data problems. Per the current interest in econometrics, 11 of the 12 papers address unobserved-outcome problems. The 4 chapters in Part B discuss time-series methods. Two chapters comprehensively survey the use of Markov switching models in finance. The third chapter surveys discrete-time and continuous-time models for volatility. The fourth chapter derives a new imputation method for nonstationary panel-data models and compares it to existing methods. Buchnummer des Verkäufers AAN9780857247513

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Buchbeschreibung Emerald Publishing Limited, United Kingdom, 2011. Hardback. Buchzustand: New. abridged. 240 x 170 mm. Language: English . Brand New Book. This Book Set consists of: *9781780525242 - Missing Data Methods: Cross-sectional Methods and Applications (Part A) *9781780525266 - Missing Data Methods: Time-series Methods and Applications (Part B) The papers in this volume cover topics in the econometric approach to missing data problems. Data can be missing because an individual failed to answer a question or because the laws of nature imply that an individual can only follow one of several possible paths. We refer to the first case as one of missing observations and to the second case as one of unobserved outcomes. This volume reflects the fact that econometricians have been very active in the development and use of methods for unobserved outcomes. The huge interest in these methods caused the volume to be split into parts A and B. The 12 chapters in Part A discuss cross-sectional methods. All the papers either derive, survey, or evaluate new methods for handling missing-data problems. Per the current interest in econometrics, 11 of the 12 papers address unobserved-outcome problems. The 4 chapters in Part B discuss time-series methods. Two chapters comprehensively survey the use of Markov switching models in finance. The third chapter surveys discrete-time and continuous-time models for volatility. The fourth chapter derives a new imputation method for nonstationary panel-data models and compares it to existing methods. Buchnummer des Verkäufers AAN9780857247513

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David M. Drukker, Carter Hill, Tom Fomby
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Buchbeschreibung Emerald Group Publishing Limited. Hardback. Buchzustand: new. BRAND NEW, Missing-Data Methods: Part A & B (abridged), David M. Drukker, Carter Hill, Tom Fomby, The papers in this volume cover topics in the econometric approach to missing data problems. Data can be missing because an individual failed to answer a question or because the laws of nature imply that an individual can only follow one of several possible paths. We refer to the first case as one of missing observations and to the second case as one of unobserved outcomes. This volume reflects the fact that econometricians have been very active in the development and use of methods for unobserved outcomes. The huge interest in these methods caused the volume to be split into parts A and B. The 12 chapters in Part A discuss cross-sectional methods. All the papers either derive, survey, or evaluate new methods for handling missing-data problems. Per the current interest in econometrics, 11 of the 12 papers address unobserved-outcome problems. The 4 chapters in Part B discuss time-series methods. Two chapters comprehensively survey the use of Markov switching models in finance. The third chapter surveys discrete-time and continuous-time models for volatility. The fourth chapter derives a new imputation method for nonstationary panel-data models and compares it to existing methods. Buchnummer des Verkäufers B9780857247513

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Buchbeschreibung Emerald Group Pub Ltd, 2011. Hardcover. Buchzustand: Brand New. 9.00x6.00x2.00 inches. In Stock. Buchnummer des Verkäufers __0857247514

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Buchbeschreibung Emerald Group Publishing Limited, 2011. Hardcover. Buchzustand: New. box set. Buchnummer des Verkäufers DADAX0857247514

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