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Medientyp:
E-Book
Titel:
Messy data
:
missing observations, outliers, and mixed-frequency data
Enthält:
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.
Beschreibung:
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
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