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...
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| Format: | eBook |
| Language: | English |
| Published: |
Bingley, U.K. :
Emerald,
1999.
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| Series: | Advances in econometrics ;
v. 13. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xii, 305 pages). |
| ISBN: | 9781849508230 (electronic bk.) : |
| ISSN: | 0731-9053 ; |