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...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Bingley, U.K.
Emerald
1999
|
| Series: | Advances in econometrics
|
| Subjects: | |
| Online Access: | |
| Collection: | Emerald Business, Management and Economics eBook Collection Archive - Collection details see MPG.ReNa |
| 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 |
|---|---|
| Physical Description: | xii, 305 p. |
| ISBN: | 9781849508230 |