Messy data: missing observations, outliers, and mixed-frequency data
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 a few ob...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Bingley, U.K.
Emerald
1999
|
| Schriftenreihe: | Advances in econometrics
v. 13 |
| Schlagworte: | |
| Online-Zugang: | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 Volltext |
| Zusammenfassung: | 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 a few observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems |
| Beschreibung: | 1 Online-Ressource (xii, 305 Seiten) |
| ISBN: | 9781849508230 |
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| contents | 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 |
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| isbn | 9781849508230 |
| language | English |
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| spelling | Messy data missing observations, outliers, and mixed-frequency data edited by R. Carter Hill Bingley, U.K. Emerald 1999 1 Online-Ressource (xii, 305 Seiten) c rdamedia cr rdacarrier Advances in econometrics v. 13 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 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 a few observations in the sample. Papers in this volume discuss new econometric techniques for addressing these problems Business & Economics Econometrics Econometrics Science History Hill, R. Carter Sonstige oth https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(1999)13 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Messy data missing observations, outliers, and mixed-frequency data 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 Business & Economics Econometrics Econometrics Science History |
| title | Messy data missing observations, outliers, and mixed-frequency data |
| title_auth | Messy data missing observations, outliers, and mixed-frequency data |
| title_exact_search | Messy data missing observations, outliers, and mixed-frequency data |
| title_exact_search_txtP | Messy data missing observations, outliers, and mixed-frequency data |
| title_full | Messy data missing observations, outliers, and mixed-frequency data edited by R. Carter Hill |
| title_fullStr | Messy data missing observations, outliers, and mixed-frequency data edited by R. Carter Hill |
| title_full_unstemmed | Messy data missing observations, outliers, and mixed-frequency data edited by R. Carter Hill |
| title_short | Messy data |
| title_sort | messy data missing observations outliers and mixed frequency data |
| title_sub | missing observations, outliers, and mixed-frequency data |
| topic | Business & Economics Econometrics Econometrics Science History |
| topic_facet | Business & Economics Econometrics Science |
| url | https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(1999)13 |
| work_keys_str_mv | AT hillrcarter messydatamissingobservationsoutliersandmixedfrequencydata |