Advances in Econometrics

ISSN: 0731-9053
Series editor(s): Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand

Subject Area: Economics

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Volume 13 - Messy Data

ISBN: 978-0-76230-303-8
eISBN: 978-1-84950-823-0
Edited by: R. Carter Hill
Published: 1999

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Chapters
Chapter Id:	Chapter Information:
1840175	INTRODUCTION Carter Hill (pp. ix - xii) Article type: Introduction Please login \| Abstract [PDF (266kb) ] \| Reprints & permissions
1840174	LIST OF CONTRIBUTORS (pp. vii - viii) Article type: List of Contributors Please login \| Abstract [PDF (76kb) ] \| Reprints & permissions
1840176	TESTING FOR RANDOM INDIVIDUAL AND TIME EFFECTS USING UNBALANCED PANEL DATA Qi Li (pp. 1 - 20) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1058kb) ] \| Reprints & permissions
1840177	A STATISTICAL APPROACH FOR DISAGGREGATING MIXED-FREQUENCY ECONOMIC TIME-SERIES DATA Zhao-Guo Chen (pp. 21 - 45) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1117kb) ] \| Reprints & permissions
1840178	AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA Peter A. Zadrozny (pp. 47 - 73) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1475kb) ] \| Reprints & permissions
1840179	MISSING DATA FROM INFREQUENCY OF PURCHASE: BAYESIAN ESTIMATION OF A LINEAR EXPENDITURE SYSTEM Ma. Rebecca Valenzuela (pp. 75 - 102) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1367kb) ] \| Reprints & permissions
1840180	MESSY TIME SERIES: A UNIFIED APPROACH Jeremy Penzer (pp. 103 - 143) Article type: Chapter Item Please login \| Abstract & purchase [PDF (2211kb) ] \| Reprints & permissions
1840181	SIMULATION OF MULTINOMIAL PROBIT PROBABILITIES AND IMPUTATION OF MISSING DATA Steven Stern (pp. 145 - 179) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1780kb) ] \| Reprints & permissions
1840182	TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING: A UNIFYING NON-MODEL-BASED PROCEDURE Massimiliano Marcellino (pp. 181 - 202) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1166kb) ] \| Reprints & permissions
1840183	TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS David E. A. Giles (pp. 203 - 242) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1725kb) ] \| Reprints & permissions
1840184	INFLUENTIAL DATA DIAGNOSTICS FOR TRANSITION DATA Larry W. Taylor (pp. 243 - 268) Article type: Chapter Item Please login \| Abstract & purchase [PDF (1556kb) ] \| Reprints & permissions
1840185	THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS G. S. Maddala (pp. 269 - 305) Article type: Chapter Item Please login \| Abstract & purchase [PDF (5079kb) ] \| Reprints & permissions

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