The Girl in the Window by Wilma Yeo

Ten-year-old Kiley is convinced that Pesha, a mysterious Gypsy woman, is behind the disappearance of her five-year-old neighbor, Leedie Ann Alcott. One day about a year after Leedie Ann's disappearance, Kiley sees the figure of a girl sitting in the window of the Alcott mansion. Is it a ghost? Or is Leedie Ann really back?