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Causal Inference in Econometrics 2016
- Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta:

Causal Inference in Econometrics. Studies in Computational Intelligence 622, Springer 2016, ISBN 978-3-319-27283-2
Fundamental Theory
- Monica Billio

, Maddalena Cavicchioli:
Validating Markov Switching VAR Through Spectral Representations. 3-15 - G. S. Dissanayake:

Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series. 17-28 - Renato A. Villano

, Euan Fleming, Jonathan Moss:
Spatial Econometric Analysis: Potential Contribution to the Economic Analysis of Smallholder Development. 29-55 - Mario V. Wüthrich:

Consistent Re-Calibration in Yield Curve Modeling: An Example. 57-82 - Rasika P. Yatigammana, S. T. Boris Choy

, Jennifer So-Kuen Chan
:
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution. 83-107 - Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta:

Across-the-Board Spending Cuts Are Very Inefficient: A Proof. 109-118 - Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta:

Invariance Explains Multiplicative and Exponential Skedactic Functions. 119-131 - Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta:

Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation. 133-152 - Weizhong Tian

, Cong Wang, Mixia Wu, Tonghui Wang:
The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms. 153-169 - Zheng Wei

, Tonghui Wang, Daeyoung Kim:
Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable Copulas. 171-184 - Zheng Wei, Tonghui Wang, Baokun Li:

On Consistency of Estimators Based on Random Set Vector Observations. 185-198 - Radim Jirousek:

Brief Introduction to Causal Compositional Models. 199-211 - Francesca Di Donato, Luciano Nieddu

:
A New Proposal to Predict Corporate Bankruptcy in Italy During the 2008 Economic Crisis. 213-223
Applications
- Hooi-Hooi Lean

, Geok Peng Yeap:
The Inflation Hedging Ability of Domestic Gold in Malaysia. 227-241 - Tzong-Ru Lee

, Kanchana Chokethaworn, Man-Yu Huang:
To Determine the Key Factors for Citizen in Selecting a Clinic/Division in Thailand. 243-254 - Warut Pannakkong

, Van-Nam Huynh, Songsak Sriboonchitta:
ARIMA Versus Artificial Neural Network for Thailand's Cassava Starch Export Forecasting. 255-277 - Apiwat Ayusuk

, Songsak Sriboonchitta:
Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets. 279-293 - Kanchit Suknark, Jirakom Sirisrisakulchai

, Songsak Sriboonchitta:
Modeling Dependence of Health Behaviors Using Copula-Based Bivariate Ordered Probit. 295-306 - Kanchit Suknark, Jirakom Sirisrisakulchai

, Songsak Sriboonchitta:
Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease. 307-318 - Kittawit Autchariyapanitkul

, Sutthiporn Piamsuwannakit, Somsak Chanaim
, Songsak Sriboonchitta:
Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach. 319-331 - Duangthip Sirikanchanarak

, Jianxu Liu
, Songsak Sriboonchitta, Jiachun Xie:
Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam. 333-346 - Chen Yang, Songsak Sriboonchitta, Jirakom Sirisrisakulchai

, Jianxu Liu
:
Modeling Co-Movement and Risk Management of Gold and Silver Spot Prices. 347-362 - Nantiworn Thianpaen, Somsak Chanaim

, Jirakom Sirisrisakulchai
, Songsak Sriboonchitta:
Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models. 363-372 - Nantiworn Thianpaen, Songsak Sriboonchitta:

Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach. 373-383 - Natchanan Kiatrungwilaikun, Komsan Suriya

, Narissara Eiamkanitchat
:
Indicator Circuits with Incremental Clustering and Its Applications on Classification of Firm's Performance and Detection of High-Yield Stocks in the Medium-Term. 385-400 - Nyo Min, Songsak Sriboonchitta, Vicente Ramos

:
Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models. 401-413 - Ornanong Puarattanaarunkorn

, Teera Kiatmanaroch
, Songsak Sriboonchitta:
Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore. 415-435 - Pathairat Pastpipatkul, Paravee Maneejuk

, Aree Wiboonpongse, Songsak Sriboonchitta:
Seemingly Unrelated Regression Based Copula: An Application on Thai Rice Market. 437-450 - Roengchai Tansuchat, Paravee Maneejuk

, Aree Wiboonpongse, Songsak Sriboonchitta:
Price Transmission Mechanism in the Thai Rice Market. 451-461 - Popkarn Arwatchanakarn

, Akhand Akhtar Hossain
:
Empirical Relationship Among Money, Output and Prices in Thailand. 463-479 - Xue Gong, Songsak Sriboonchitta:

The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media Era. 481-493 - Supanika Leurcharusmee, Jirakom Sirisrisakulchai

, Sumate Pruekruedee:
Firm Efficiency in Thailand's Telecommunication Industry: Application of the Stochastic Frontier Model with Dependence in Time and Error Components. 495-505 - Tanaporn Tungtrakul, Kunsuda Nimanussornkul, Songsak Sriboonchitta:

Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile Regression. 507-514 - Wannaphong Durongkaveroj

:
Does Economic Growth Help Reducing Poverty? A Case of Thailand in Recent Data. 515-524 - Pathairat Pastpipatkul, Woraphon Yamaka

, Songsak Sriboonchitta:
Effect of Quantitative Easing on ASEAN-5 Financial Markets. 525-543 - Pathairat Pastpipatkul, Woraphon Yamaka

, Songsak Sriboonchitta:
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing. 545-564 - Pathairat Pastpipatkul, Woraphon Yamaka

, Songsak Sriboonchitta:
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching. 565-586 - Jakkreeporn Sannork, Wan-Tran Huang:

Factors Affecting Consumers' Willingness to Purchase Telehomecare Products. 587-601 - Phuong Anh Nguyen

, Tat Hien Phan, Michel Simioni
:
Productivity Convergence in Vietnamese Manufacturing Industry: Evidence Using a Spatial Durbin Model. 603-619 - Laksmi Y. Devi:

Rural Bank Development and PovertyReduction in Indonesia: Evidence from Panel Co-Integration and Causality Tests. 621-635

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