Part of the "Advances in Econometrics" series, this title contains chapters covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; and, Consistent Estimation and Orthogonality.
| Author: David M. Drukker |
| Publisher: Emerald Group Publishing |
| Publication Date: Nov 30, 2011 |
| Number of Pages: 290 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 1780525265 |
| ISBN-13: 9781780525266 |