عنوان

Uncertainty Analysis in Econometrics with Applications

IR

991693

انگلیسی

IR

Uncertainty Analysis in Econometrics with Applications

[Book]

:Proceedings of the Sixth International Conference of the Thailand Econometric Society TES'2013

/ Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta (eds.)

1st edition.

Berlin Heidelberg

: Springer

, 2013.

xvi, 318 pages , illustrations (some color)

(Advances in Intelligent Systems and Computing

)

; 200

Print

Bibliography

Index

Keynote Addresses -On the State of the Art of Info-metrics /Amos Golan -A Test for Strict Stationarity /Luiz Renato Lima, Breno Neri -Fundamental Theory -Statistical Inference from Ill-known Data Using Belief Functions /Thierry Denux -Brief Introduction to Probabilistic Compositional Models /Radim Jirouesek -Some Aspects of Information Theory in Gambling and Economics /Hai Q. Dinh -Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation /Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta -Size Distortion in the Analysis of Volatility and Covolatility Effects /Christian Gourieroux, Joann Jasiak -Maximum Entropy Test for Autoregressive Models /Sangyeol Lee, Siyun Park -Choice of Copulas in Explaining Stock Market Contagion /Kian-Guan Lim -A Bayesian Perspective on Mixed GARCH Models with Jumps /Cathy W. S. Chen, Edward M. H. Lin, Yi-Ru Lin -Risk Measures and Asset Pricing Models with New Versions of Wang Transform /Baokun Li, Tonghui Wang, Weizhong Tian -Applications -Purchasing Power Parity Puzzle and the Australian Dollar Real Exchange Rate /Khorshed Chowdhury -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 -Trade Liberalisation, Labour Productivity Growth and Skilled Labour Complement: Evidence from the Thai Manufacturing Sector /Piyapong Sangkaew, Kankesu Jayanthakumaran -Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model /He Zhanqiong, Songsak Sriboonchitta, Dai Jing -Estimating Time-Varying Systematic Risk by Using Multivariate GARCH /Muttalath Kridsadarat -Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion /Chaleampong Kongcharoen -Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach /Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri -Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models /Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta -Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach /Jianxu Liu, Songsak Sriboonchitta -A Quantile Regression Analysis of Price Transmission in Thai Rice Markets /Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese -Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach -Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He.

Advances in intelligent systems and computing

200

Econometrics - Congresses

Economics - Mathematical - Congresses

Uncertainty - Congresses

اقتصادسنجی - کنگره

اقتصاد - ریاضی - کنگره

عدم یقین

Huynh, Van-Nam

Kreinovich, Vladik.edt

Songsak Sriboonchitta.edt

ایران

Library of Foreign Languages and Islamic resource

old catalog

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