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Editor Drukker (Stata, College Station, Texas) provides the introduction and states "...data can be missing because an individual failed to answer a question or because the laws of nature imply that an individual can only follow one of several possible paths. We refer to the first case as one of missing observations and to the second case as one of unobserved outcomes." This volume comprises four contributions on Markov switching models in empirical finance, and in portfolio choice and asset pricing models, volatility in discrete and continuous-time models, and missing-data imputation in nonstationary panel data models. The volume is not indexed. Distribution in North America is by Turpin Distribution. Annotation c2012 Book News, Inc., Portland, OR (booknews.com)
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