Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics
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Published By Emerald Group Publishing Limited

9781780525266, 9781780525273

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b006 ◽

2011 ◽

pp. 179-233 ◽

Author(s):

Diep Duong ◽

Norman R. Swanson

Keyword(s):

Continuous Time ◽

New Evidence ◽

Continuous Time Models

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Advances in Econometrics

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b010 ◽

2011 ◽

pp. iii

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Missing-Data Imputation in Nonstationary Panel Data Models

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b007 ◽

2011 ◽

pp. 235-251

Author(s):

Wensheng Kang

Keyword(s):

Missing Data ◽

Data Models ◽

Panel Data Models ◽

Data Imputation ◽

Missing Data Imputation ◽

Nonstationary Panel Data

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Copyright Page

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b011 ◽

2011 ◽

pp. iv

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List of Contributors

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b002 ◽

2011 ◽

pp. vii

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Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b005 ◽

2011 ◽

pp. 87-178 ◽

Author(s):

Massimo Guidolin

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Markov Switching ◽

Pricing Models ◽

Asset Pricing Models

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Markov Switching Models in Empirical Finance

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b004 ◽

2011 ◽

pp. 1-86 ◽

Author(s):

Massimo Guidolin

Keyword(s):

Markov Switching ◽

Empirical Finance ◽

Markov Switching Models ◽

Switching Models

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Missing Data Methods: Time-Series Methods and Applications

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b008 ◽

2011 ◽

pp. i

Keyword(s):

Time Series ◽

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Introduction

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b003 ◽

2011 ◽

pp. ix-x

Author(s):

David M. Drukker

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Advances in Econometrics

Missing Data Methods: Time-Series Methods and Applications - Advances in Econometrics ◽

10.1108/s0731-9053(2011)000027b009 ◽

2011 ◽

pp. ii

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