Simulation methods are revolutionizing the practice of applied economic analysis. In this book, leading researchers from around the world discuss interpretation issues, similarities and differences across alternative models, and propose practical solutions for the choice of the model and...

Volume 27 of Advances in Econometrics, entitled Missing Data Methods, contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate...