Missing data methods: time-series methods and applications:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Bingley
Emerald
2011
|
| Edition: | 1. ed. |
| Series: | Advances in econometrics
27B |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Physical Description: | X, 251 S. graph. Darst. |
| ISBN: | 9781780525266 1780525265 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
LIST OF CONTRIBUTORS
vii
INTRODUCTION
ix
MARKOV SWITCHING MODELS
IN EMPIRICAL FINANCE
Massimo
Guidolin
1
MARKOV SWITCHING IN PORTFOLIO CHOICE
AND ASSET PRICING MODELS: A SURVEY
Massimo
Guidolin
87
VOLATILITY IN DISCRETE AND CONTINUOUS-
TIME MODELS: A SURVEY WITH NEW
EVIDENCE ON LARGE AND SMALL JUMPS
Diep
Duong and Norman R. Swanson
179
MISSING-DATA IMPUTATION IN NONSTATIONARY
PANEL DATA MODELS
Wensheng Rang
235
Missing Data Methods: Time-series Methods and Applications
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
severa!
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
4
chapters in Part
8
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.
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV039760373 |
| classification_rvk | QH 300 |
| ctrlnum | (OCoLC)756592990 (DE-599)BVBBV039760373 |
| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| isbn | 9781780525266 1780525265 |
| language | English |
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| physical | X, 251 S. graph. Darst. |
| publishDate | 2011 |
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| publisher | Emerald |
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| series | Advances in econometrics |
| series2 | Advances in econometrics Emerald books |
| spelling | Missing data methods: time-series methods and applications ed. by David M. Drukker 1. ed. Bingley Emerald 2011 X, 251 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advances in econometrics 27B Emerald books Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd rswk-swf Fehlende Daten (DE-588)4264715-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Hidden-Markov-Modell (DE-588)4352479-5 gnd rswk-swf Panelanalyse (DE-588)4173172-4 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s Fehlende Daten (DE-588)4264715-0 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Hidden-Markov-Modell (DE-588)4352479-5 s Panelanalyse (DE-588)4173172-4 s Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 s 1\p DE-604 Drukker, David M. Sonstige oth Erscheint auch als Online-Ausgabe 978-1-78052-527-3 1-78052-527-3 Erscheint auch als Online-Ausgabe 978-1-28340-650-5 1-28340-650-0 Advances in econometrics 27B (DE-604)BV004012611 27,2 Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024621583&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024621583&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Missing data methods: time-series methods and applications Advances in econometrics Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Fehlende Daten (DE-588)4264715-0 gnd Ökonometrie (DE-588)4132280-0 gnd Hidden-Markov-Modell (DE-588)4352479-5 gnd Panelanalyse (DE-588)4173172-4 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
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| title | Missing data methods: time-series methods and applications |
| title_auth | Missing data methods: time-series methods and applications |
| title_exact_search | Missing data methods: time-series methods and applications |
| title_full | Missing data methods: time-series methods and applications ed. by David M. Drukker |
| title_fullStr | Missing data methods: time-series methods and applications ed. by David M. Drukker |
| title_full_unstemmed | Missing data methods: time-series methods and applications ed. by David M. Drukker |
| title_short | Missing data methods: time-series methods and applications |
| title_sort | missing data methods time series methods and applications |
| topic | Nichtstationäre Zeitreihenanalyse (DE-588)4300599-8 gnd Fehlende Daten (DE-588)4264715-0 gnd Ökonometrie (DE-588)4132280-0 gnd Hidden-Markov-Modell (DE-588)4352479-5 gnd Panelanalyse (DE-588)4173172-4 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Nichtstationäre Zeitreihenanalyse Fehlende Daten Ökonometrie Hidden-Markov-Modell Panelanalyse Zeitreihenanalyse Aufsatzsammlung |
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