Košík
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(prázdné)
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,...
číst celé
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.
schovat popis
- Nakladatel: Emerald Publishing Limited
- Kód:
- Rok vydání: 2011
- Jazyk: Angličtina
- Vazba: Gebunden
- Počet stran: 290
- Šířka balení: 16.4 cm
- Výška balení: 23.4 cm
- Hloubka balení: 2.7 cm
- Váha balení: 534 g
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