Missing Data Methods

Missing Data Methods

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Volume 27 of Advances in Econometrics, entitled Missing Data Methods, contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling.Ang and Bekaert (2004) have also examined an SAA problem in which a CRRA investor diversifies among U.S. stocks, ... For instance, Honda (2003) solves a portfolio and consumption problem in which only the expected return (drift) of aanbsp;...

Title:Missing Data Methods
Author:David M. Drukker
Publisher:Emerald Group Publishing - 2011-11-30


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