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: | |
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Format: | eBook |
Language: | English |
Published: |
Bingley, U.K.
Emerald
1999
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Series: | Advances in econometrics
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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 |
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Physical Description: | xii, 305 p. |
ISBN: | 9781849508230 |