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Messy Data: Missing Observations, Outliers, and Mixed-Frequency Data / Edition 1
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Messy Data: Missing Observations, Outliers, and Mixed-Frequency Data / Edition 1
Current price: $159.99
Barnes and Noble
Messy Data: Missing Observations, Outliers, and Mixed-Frequency Data / Edition 1
Current price: $159.99
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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.
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