Special Issue (2019): Structural Change Modeling and Optimization in Econometrics 2018

Guest Editor: Hung T. Nguyen, NMSU, USA (hunguyen@nmsu.edu)

Published: 2023-05-20

Articles

Bayesian Markov Switching Quantile Regression with Unknown Quantile τ: Application to Stock Exchange of Thailand (SET) Woraphon Yamaka, Pichayakone Rakpho, Songsak Sriboonchittac

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1-13
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Markov Switching Dynamic Correlation: An Empirical Study of Hedging in Crude Oil and Natural Gas Markets O. Rossarin, S. Worrawat, A. Kittawit, Y. Woraphon

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15-31
- PDF
Preferences (Partial Pre-Orders) on Complex Numbers - in View of Possible Use in Quantum Econometrics Songsak Sriboonchitta, Vladik Kreinovich, Olga Kosheleva

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33-39
- PDF
Translating Discrete Estimates into a Less Detailed Scale: An Optimal Approach Thongchai Dumrongpokaphan, Olga Kosheleva, Vladik Kreinovich

Support Team

41-55
- PDF
Bhutan Landscape Anomaly: Possible Effect on Himalayan Economy (In View of Optimal Description of Elevation Profiles) Nguyen Ngoc Thach, Laxman Bokati, Aaron Velasco, Vladik Kreinovich

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57-69
- PDF
Towards Optimal Implementation of Decentralized Currencies: How to Best Select Probabilities in an Ethereum-Type Proof-of-Stake Protocol Nguyen Ngoc Thach, Christian Servin, Vladik Kreinovich

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71-76
- PDF
Economic Policy Uncertainty Effect on Precious Metal Markets: A Markov-Switching Model with Mixture Distribution Regimes Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

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77-92
- PDF
Modeling Dependence of Agricultural Commodity Futures through Markov Switching Copula with Mixture Distribution Regimes Woraphon Yamaka, Rungrapee Phadkantha, Songsak Sriboonchitta

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93-107
- PDF
Impact of Population Aging on Consumption and Saving in Thailand : Structural Break Approach Pimonpun Boonyasana, Warattaya Chinnakum

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109-120
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Modeling Nonlinear Dependence Structure Using Logistic Smooth Transition Copula Model Paravee Maneejuk, Woraphon Yamaka, Pisit Leeahtam

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121-134
- PDF
An Analysis of Contagion Effect on ASEAN Stock Market Using Multivariate Markov Switching DCC GARCH Terdthiti Chitkasame, Roengchai Tansuchat

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135-152
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Prediction the Direction of SET50 Index Using Support Vector Machines Chongkolnee Rungruang, Wilawan Srichaikul, Somsak Chanaim, Songsak Sriboonchitta

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153-165
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Bayesian Estimation for Fully Shifted Panel AR(1) Time Series Model Jitendra Kumar, Varun Agiwal

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167-183
- PDF
High-Order Generalized Maximum Entropy Estimator in Kink Regression Model Payap Tarkhamtham, Woraphon Yamaka, Woraphon Yamaka, Woraphon Yamaka

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185-200
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Forecasting GDP in ASIAN Countries Using Relevant Vector Machines Somsak Chanaim, Wilawan Srichaikul, Chongkolnee Rungruang, Songsak Sriboonchitta

Support Team

201-215
- PDF
Bayesian Empirical Likelihood Estimation of Smooth Kink Regression Woraphon Yamaka, Paravee Maneejuk

Support Team

217-233
- PDF

Special Issue (2019): Structural Change Modeling and Optimization in Econometrics 2018

Articles

Bayesian Markov Switching Quantile Regression with Unknown Quantile τ: Application to Stock Exchange of Thailand (SET) Woraphon Yamaka, Pichayakone Rakpho, Songsak Sriboonchittac

Markov Switching Dynamic Correlation: An Empirical Study of Hedging in Crude Oil and Natural Gas Markets O. Rossarin, S. Worrawat, A. Kittawit, Y. Woraphon

Preferences (Partial Pre-Orders) on Complex Numbers - in View of Possible Use in Quantum Econometrics Songsak Sriboonchitta, Vladik Kreinovich, Olga Kosheleva

Translating Discrete Estimates into a Less Detailed Scale: An Optimal Approach Thongchai Dumrongpokaphan, Olga Kosheleva, Vladik Kreinovich

Bhutan Landscape Anomaly: Possible Effect on Himalayan Economy (In View of Optimal Description of Elevation Profiles) Nguyen Ngoc Thach, Laxman Bokati, Aaron Velasco, Vladik Kreinovich

Towards Optimal Implementation of Decentralized Currencies: How to Best Select Probabilities in an Ethereum-Type Proof-of-Stake Protocol Nguyen Ngoc Thach, Christian Servin, Vladik Kreinovich

Economic Policy Uncertainty Effect on Precious Metal Markets: A Markov-Switching Model with Mixture Distribution Regimes Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Modeling Dependence of Agricultural Commodity Futures through Markov Switching Copula with Mixture Distribution Regimes Woraphon Yamaka, Rungrapee Phadkantha, Songsak Sriboonchitta

Impact of Population Aging on Consumption and Saving in Thailand : Structural Break Approach Pimonpun Boonyasana, Warattaya Chinnakum

Modeling Nonlinear Dependence Structure Using Logistic Smooth Transition Copula Model Paravee Maneejuk, Woraphon Yamaka, Pisit Leeahtam

An Analysis of Contagion Effect on ASEAN Stock Market Using Multivariate Markov Switching DCC GARCH Terdthiti Chitkasame, Roengchai Tansuchat

Prediction the Direction of SET50 Index Using Support Vector Machines Chongkolnee Rungruang, Wilawan Srichaikul, Somsak Chanaim, Songsak Sriboonchitta

Bayesian Estimation for Fully Shifted Panel AR(1) Time Series Model Jitendra Kumar, Varun Agiwal

High-Order Generalized Maximum Entropy Estimator in Kink Regression Model Payap Tarkhamtham, Woraphon Yamaka, Woraphon Yamaka, Woraphon Yamaka

Forecasting GDP in ASIAN Countries Using Relevant Vector Machines Somsak Chanaim, Wilawan Srichaikul, Chongkolnee Rungruang, Songsak Sriboonchitta

Bayesian Empirical Likelihood Estimation of Smooth Kink Regression Woraphon Yamaka, Paravee Maneejuk

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