Advances in Econometrics - Messy Data
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Published By Emerald Group Publishing

9780762303038

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MESSY TIME SERIES: A UNIFIED APPROACH

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013007 ◽

2010 ◽

pp. 103-143

Author(s):

Jeremy Penzer

Keyword(s):

Time Series ◽

Unified Approach

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A STATISTICAL APPROACH FOR DISAGGREGATING MIXED-FREQUENCY ECONOMIC TIME-SERIES DATA

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013004 ◽

2010 ◽

pp. 21-45

Author(s):

Zhao-Guo Chen

Keyword(s):

Time Series ◽

Statistical Approach ◽

Time Series Data ◽

Series Data ◽

Economic Time Series ◽

Mixed Frequency ◽

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TESTING FOR RANDOM INDIVIDUAL AND TIME EFFECTS USING UNBALANCED PANEL DATA

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013003 ◽

2010 ◽

pp. 1-20 ◽

Author(s):

Qi Li

Keyword(s):

Time Effects ◽

Unbalanced Panel Data ◽

Random Individual

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THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013012 ◽

2010 ◽

pp. 269-305

Author(s):

G. S. Maddala

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Different Types

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INTRODUCTION

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013002 ◽

2010 ◽

pp. ix-xii

Author(s):

Carter Hill

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TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING: A UNIFYING NON-MODEL-BASED PROCEDURE

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013009 ◽

2010 ◽

pp. 181-202 ◽

Author(s):

Massimiliano Marcellino

Keyword(s):

Missing Observations ◽

Model Based ◽

Temporal Disaggregation

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SIMULATION OF MULTINOMIAL PROBIT PROBABILITIES AND IMPUTATION OF MISSING DATA

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013008 ◽

2010 ◽

pp. 145-179 ◽

Author(s):

Steven Stern

Keyword(s):

Missing Data ◽

Multinomial Probit

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TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013010 ◽

2010 ◽

pp. 203-242

Author(s):

David E. A. Giles

Keyword(s):

Time Series ◽

Missing Observations ◽

Economic Time Series ◽

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LIST OF CONTRIBUTORS

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013001 ◽

2010 ◽

pp. vii-viii

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MISSING DATA FROM INFREQUENCY OF PURCHASE: BAYESIAN ESTIMATION OF A LINEAR EXPENDITURE SYSTEM

Advances in Econometrics - Messy Data ◽

10.1108/s0731-9053(1998)0000013006 ◽

2010 ◽

pp. 75-102 ◽

Author(s):

Ma. Rebecca Valenzuela

Keyword(s):

Missing Data ◽

Bayesian Estimation ◽

Linear Expenditure System ◽

Expenditure System ◽

Infrequency Of Purchase

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