Search
  Advanced Search
 
Chapter search
Book cover: Advances in Econometrics

Advances in Econometrics

ISSN: 0731-9053
Series editor(s): Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel L.

Subject Area: Economics

Content: Series Volumes | icon: RSS Current Volume RSS

Options: To add Favourites and Table of Contents Alerts please take a Emerald profile

Volume 13 - Messy Data


ISBN: 978-0-76230-303-8
eISBN: 978-1-84950-823-0
Edited by: R. Carter Hill
Published: 1999

Icon key:  Icon: Access. You have access to this item  
Chapters
Chapter Id: Chapter Information:
1840175 INTRODUCTION
Carter Hill (pp. ix - xii)
Article type: Introduction
Please login  |  Abstract  [PDF (266kb) ]  |  Reprints & permissions
1840174 LIST OF CONTRIBUTORS
(pp. vii - viii)
Article type: List of Contributors
Please login  |  Abstract  [PDF (76kb) ]  |  Reprints & permissions
1840176 TESTING FOR RANDOM INDIVIDUAL AND TIME EFFECTS USING UNBALANCED PANEL DATA
Qi Li (pp. 1 - 20)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1058kb) ]  |  Reprints & permissions
1840177 A STATISTICAL APPROACH FOR DISAGGREGATING MIXED-FREQUENCY ECONOMIC TIME-SERIES DATA
Zhao-Guo Chen (pp. 21 - 45)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1117kb) ]  |  Reprints & permissions
1840178 AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA
Peter A. Zadrozny (pp. 47 - 73)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1475kb) ]  |  Reprints & permissions
1840179 MISSING DATA FROM INFREQUENCY OF PURCHASE: BAYESIAN ESTIMATION OF A LINEAR EXPENDITURE SYSTEM
Ma. Rebecca Valenzuela (pp. 75 - 102)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1367kb) ]  |  Reprints & permissions
1840180 MESSY TIME SERIES: A UNIFIED APPROACH
Jeremy Penzer (pp. 103 - 143)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (2211kb) ]  |  Reprints & permissions
1840181 SIMULATION OF MULTINOMIAL PROBIT PROBABILITIES AND IMPUTATION OF MISSING DATA
Steven Stern (pp. 145 - 179)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1780kb) ]  |  Reprints & permissions
1840182 TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING: A UNIFYING NON-MODEL-BASED PROCEDURE
Massimiliano Marcellino (pp. 181 - 202)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1166kb) ]  |  Reprints & permissions
1840183 TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS
David E. A. Giles (pp. 203 - 242)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1725kb) ]  |  Reprints & permissions
1840184 INFLUENTIAL DATA DIAGNOSTICS FOR TRANSITION DATA
Larry W. Taylor (pp. 243 - 268)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (1556kb) ]  |  Reprints & permissions
1840185 THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS
G. S. Maddala (pp. 269 - 305)
Article type: Chapter Item
Please login  |  Abstract & purchase  [PDF (5079kb) ]  |  Reprints & permissions

Top