Advances in Econometrics: Vol 13

ISBN-13: 9780762303038 / Angielski / Twarda / 1999 / 320 str.

R. Carter Hill; Thomas Fombay; Carter Hill R. Carter Hill

Opis

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.