"Any research study needs a solid design before data collection or analysis can begin. This design ensures that any experimental evidence obtained by a researcher serves its purpose in making the researcher's argument more robust. Just as an architect prepares a blueprint before he approves a...

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...

This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data...