Advances in Econometrics, Volume 13: Messy Data — Missing Observations, Outliers, and Mixed-Frequency Data

by Thomas B. Fomby, R. Carter Hill (Editor)

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.

320 pages, Hardcover

First published January 1, 1999