Special Issue (2016) on Applied Mathematics : Bayesian Econometrics

Articles

• Editorial Sompong Dhompongsa, Hung T. Nguyen

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• Some Bayesian Premiums Obtained by Using the Common Effect in Claim Dependence Model Tippatai Pongsart, Kiat Sangaroon, Pairote Sattayatham

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  1-12

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• Modeling Stock Market Dynamics with Stochastic Differential Equation Driven by Fractional Brownian Motion: A Bayesian Method N. Harnpornchai, K. Autchariyapanitkul

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  13-23

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• Bayesian Approach to Intelligent Control and Its Relation to Fuzzy Control Kongliang Zhu, Olga Kosheleva, Vladik Kreinovich

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  25-36

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• Which Robust Versions of Sample Variance and Sample Covariance Are Most Appropriate for Econometrics: Symmetry-Based Analysis Songsak Sriboonchitta, Ildar Batyrshin, Vladik Kreinovich

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  37-50

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• Empirically Successful Transformations from Non-Gaussian to Close-to-Gaussian Distributions: Theoretical Justification Thongchai Dumrongpokaphan, Pedro Barragan, Vladik Kreinovich

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  51-61

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• Causal Effect for Ordinal Outcomes from Observational Data: Bayesian Approach Jirakom Sirisrisakulchai, Songsak Sriboonchitta

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  63-70

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• Robust Regression for Capital Asset Pricing Model Using Bayesian Approach K. Autchariyapanitkul, K. Kunasri, S. Sriboonchitta

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  71-82

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• A Bayesian Change Point with Regime Switching Model P. Pastpipatkul, S. Sriboonchitta, W. Yamaka

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  83-99

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• Relationships Among Prices of Rubber in ASEAN : Bayesian Structural VAR Model N. Kaewsompong, S. Sriboonchitta, P. Maneejuk, W. Yamaka

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  101-116

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• Macroeconomic Factors Affecting Exchange Rate Fluctuation: Markov Switching Bayesian Quantile Approach Tanaporn Tungtrakul, Paravee Maneejuk, Songsak Sriboonchitta

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  117-132

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• Time-Varying Threshold Regression Model Using the Kalman Filter Method Duangthip Sirikanchanarak, Worapon Yamaka, Chatchai Khiewgamdee, Songsak Sriboonchitta

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  133-148

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• Factors Affecting Farmer's Choice of Cultivating Landrace Rice: Using a Switching Regression Model C. Phetcharat, N. Teerakul, W. Yamaka, S. Sriboonchitta, T. Janthonk

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  149-159

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• On the Linkages between Exchange Rate Movements Stock, Bond and Interest Rate Market in a Regime-Switching Model: Evidence for ASEAN and East Asia Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta

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  161-181

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• Multi-Asset Portfolio Returns: A Markov Switching Copula-Based Approach Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta

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  183-200

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• Analyzing the Effect of Time-Varying Factors for Thai Rice Export Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta

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  201-213

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• Forecasting Chinese International Outbound Tourists: Copula Kink AR-GARCH Model Pimonpun Boonyasana, Warattaya Chinnakum

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  215-229

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• Forecasting International Tourism Demand in Thailand Warattaya Chinnakum, Pimonpun Boonyasana

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  231-244

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