Business & Economics Books:

Messy Data

Missing Observations, Outliers, and Mixed-Frequency Data



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Messy Data
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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.
Release date NZ
January 19th, 1999
Edited by R. Carter Hill Edited by Thomas B. Fomby
Country of Publication
United States
JAI Press Inc.
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