Messy Data - Missing Observations, Outliers, and Mixed-Frequency Data (Advances in Econometrics)

Messy Data - Missing Observations, Outliers, and Mixed-Frequency Data (Advances in Econometrics)

Editorial Reviews
Book Description
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.

Messy Data - Missing Observations, Outliers, and Mixed-Frequency Data (Advances in Econometrics),R. Carter Hill,Elsevier Limited,0762303034,Business & Economics,Business/Economics,Econometrics,Finance,History,Science,Business & Economics / Econometrics,Business & Economics-Econometrics,Science / History

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