Messy Data - Missing Observations, Outliers, and Mixed-Frequency Data (Advances in Econometrics) (Advances in Econometrics)

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.