Advances in Econometrics, Volume 13: Messy Data

Editors: Thomas B. Fomby (SMU), R. Carter Hill (LSU)

DOI 10.1108/S0731-9053(1999)13 Publication date: 1 January 1999 Series copyright holder: Emerald Publishing Limited ISBN: 978-0-76230-303-8 eISBN: 978-1-84950-823-0 Book series ISSN 0731-9053

• Introduction, Thomas B. Fomby and R. Carter Hill. 
• Testing for Random Individual and Time Effects Using Unbalanced Panel Data, Badi H. Baltagi, Young-Jae Chang, and Qi Li. 
• A Statistical Approach for Disaggregating Mixed-Frequency Economic Time-Series Data, Wai-Sum Chan and Zhao-Guo Chen. 
• An Extended Yule-Walker Method for Estimating a Vector Autoregressive Model with Mixed-Frequency Data, Baoline Chen and Peter A. Zadrozny. 
• Missing Data from Infrequency of Purchase: Bayesian Estimation of a Linear Expenditure System, William Griffiths and Ma. Rebecca Valenzuela. 
• Messy Time Series: A Unified Approach, Andrew Harvey, Siem Jan Koopman, and Jeremy Penzer. 
• Simulation of Multinomial Probit Probabilities and Imputation of Missing Data, Victor Lavy, Michael Palumbo, and Steven Stern. 
• Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model-Based Procedure, Massimiliano Marcellino. 
• Testing for Unit Roots in Economic Time Series With Missing Observations, Kevin F. Ryan and David E.A. Giles. 
• Influential Data Diagnostics for Transition Data, Larry W. Taylor. 
• The Effects of Different Types of Outliers on Unit Root Tests, Yong Yin and G.S. Maddala.