skip to content
Messy data : missing observations, outliers, and mixed-frequency data Preview this item
ClosePreview this item
Checking...

Messy data : missing observations, outliers, and mixed-frequency data

Author: Thomas B Fomby; R Carter Hill
Publisher: Stamford, Conn. : Jai Press, ©1998.
Series: Advances in econometrics, v. 13.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This volume of Advances in Econometrics discusses new econometric techniques for addressing problems caused by working with incomplete data such as econometric results that are fragile due to the  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Aufsatzsammlung
Document Type: Book
All Authors / Contributors: Thomas B Fomby; R Carter Hill
ISBN: 0762303034 9780762303038
OCLC Number: 41133401
Description: xii, 305 pages : illustrations ; 24 cm.
Contents: List of contributors. Introduction (T.B. Fomby, R. Carter Hill). Testing for random individual and time effects using unbalanced panel data (B.H. Baltagi et al.). A statistical approach for disaggregating mixed-frequency economic time series data (Wai-Sum Chan, Zhao-Guo Chen). An extended Yule-Walker method for estimating a vector autoregressive model with mixed-frequency data (B. Chen, P.A. Zadrozny). Missing data from infrequency of purchase: Bayesian estimation of a linear expenditure system (W. Griffiths, M.R. Valenzuela). Messy time series: a unified approach (A. Harvey et al.). Simulation of multinomial probit probabilities and imputation of missing data (V. Lavy et al.). Temporal disaggregation, missing observations, outliers, and forecasting: a unifying non-model based procedure (M. Marcellino). Testing for unit roots in economic time-series with missing observations (K.F. Ryan, D.E.A. Giles). Influential data diagnostics for transition data (L.W. Taylor). The effects of different types of outliers on unit root tests (Yong Yin, G.S. Maddala).
Series Title: Advances in econometrics, v. 13.
Responsibility: editors, Thomas B. Fomby, R. Carter Hill.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/41133401> # Messy data : missing observations, outliers, and mixed-frequency data
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "41133401" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/351707180#Place/stamford_conn> ; # Stamford, Conn.
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/ctu> ;
   schema:about <http://id.worldcat.org/fast/1049242> ; # Outliers (Statistics)
   schema:about <http://experiment.worldcat.org/entity/work/data/351707180#Topic/okonometrie> ; # Ökonometrie
   schema:about <http://dewey.info/class/33/> ;
   schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
   schema:about <http://experiment.worldcat.org/entity/work/data/351707180#Topic/aufsatzsammlung> ; # Aufsatzsammlung
   schema:about <http://experiment.worldcat.org/entity/work/data/351707180#Topic/unvollkommene_information> ; # Unvollkommene Information
   schema:about <http://experiment.worldcat.org/entity/work/data/351707180#Topic/econometrie> ; # Econometrie
   schema:about <http://experiment.worldcat.org/entity/work/data/351707180#Topic/robuustheid> ; # Robuustheid
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/62145382> ; # Thomas B. Fomby
   schema:contributor <http://viaf.org/viaf/59188609> ; # R Carter Hill
   schema:copyrightYear "1998" ;
   schema:datePublished "1998" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/351707180> ;
   schema:genre "Aufsatzsammlung"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://worldcat.org/issn/0731-9053> ; # Advances in econometrics,
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/351707180#Series/advances_in_econometrics> ; # Advances in econometrics ;
   schema:name "Messy data : missing observations, outliers, and mixed-frequency data"@en ;
   schema:productID "41133401" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/41133401#PublicationEvent/stamford_conn_jai_press_1998> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/351707180#Agent/jai_press> ; # Jai Press
   schema:workExample <http://worldcat.org/isbn/9780762303038> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/41133401> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/351707180#Place/stamford_conn> # Stamford, Conn.
    a schema:Place ;
   schema:name "Stamford, Conn." ;
    .

<http://experiment.worldcat.org/entity/work/data/351707180#Series/advances_in_econometrics> # Advances in econometrics ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/41133401> ; # Messy data : missing observations, outliers, and mixed-frequency data
   schema:name "Advances in econometrics ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/351707180#Topic/unvollkommene_information> # Unvollkommene Information
    a schema:Intangible ;
   schema:name "Unvollkommene Information"@en ;
    .

<http://id.worldcat.org/fast/1049242> # Outliers (Statistics)
    a schema:Intangible ;
   schema:name "Outliers (Statistics)"@en ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
   schema:name "Econometrics"@en ;
    .

<http://viaf.org/viaf/59188609> # R Carter Hill
    a schema:Person ;
   schema:familyName "Hill" ;
   schema:givenName "R. Carter" ;
   schema:name "R Carter Hill" ;
    .

<http://viaf.org/viaf/62145382> # Thomas B. Fomby
    a schema:Person ;
   schema:familyName "Fomby" ;
   schema:givenName "Thomas B." ;
   schema:name "Thomas B. Fomby" ;
    .

<http://worldcat.org/isbn/9780762303038>
    a schema:ProductModel ;
   schema:isbn "0762303034" ;
   schema:isbn "9780762303038" ;
    .

<http://worldcat.org/issn/0731-9053> # Advances in econometrics,
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/41133401> ; # Messy data : missing observations, outliers, and mixed-frequency data
   schema:issn "0731-9053" ;
   schema:name "Advances in econometrics," ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.