Huynh, Van-Nam

Uncertainty Analysis in Econometrics with Applications

Huynh, Van-Nam - Uncertainty Analysis in Econometrics with Applications, ebook


Ebook, PDF with Adobe DRM
ISBN: 9783642354434
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

1. On the State of the Art of Info-metrics
Amos Golan

2. A Test for Strict Stationarity
Luiz Renato Lima, Breno Neri

3. Statistical Inference from Ill-known Data Using Belief Functions
Thierry Denœux

4. Brief Introduction to Probabilistic Compositional Models
Radim Jiroušek

5. Some Aspects of Information Theory in Gambling and Economics
Hai Q. Dinh

6. Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta

7. Size Distortion in the Analysis of Volatility and Covolatility Effects
Christian Gourieroux, Joann Jasiak

8. Maximum Entropy Test for Autoregressive Models
Sangyeol Lee, Siyun Park

9. Choice of Copulas in Explaining Stock Market Contagion
Kian-Guan Lim

10. A Bayesian Perspective on Mixed GARCH Models with Jumps
Cathy W. S. Chen, Edward M. H. Lin, Yi-Ru Lin

11. Risk Measures and Asset Pricing Models with New Versions of Wang Transform
Baokun Li, Tonghui Wang, Weizhong Tian

12. Purchasing Power Parity Puzzle and the Australian Dollar Real Exchange Rate
Khorshed Chowdhury

13. An Empirical Analysis of Price Behavior of Natural Rubber Latex: A Case of Central Rubber Market Hat Yai, Songkhla, Thailand
Hari Sharma Neupane, Peter Calkins

14. Trade Liberalisation, Labour Productivity Growth and Skilled Labour Complement: Evidence from the Thai Manufacturing Sector
Piyapong Sangkaew, Kankesu Jayanthakumaran

15. Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model
He Zhanqiong, Songsak Sriboonchitta, Dai Jing

16. Estimating Time-Varying Systematic Risk by Using Multivariate GARCH
Muttalath Kridsadarat

17. Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion
Chaleampong Kongcharoen

18. Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach
Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri

19. Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models
Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta

20. Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach
Jianxu Liu, Songsak Sriboonchitta

21. A Quantile Regression Analysis of Price Transmission in Thai Rice Markets
Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese

22. Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach
Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He

Keywords: Engineering, Computational Intelligence, Artificial Intelligence (incl. Robotics), Econometrics

Publication year
Advances in Intelligent Systems and Computing
Technology, Energy, Traffic

Similar titles