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Robustness in Econometrics 2017
- Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh:
Robustness in Econometrics. Studies in Computational Intelligence 692, 2017, ISBN 978-3-319-50741-5
Keynote Addresses
- Elvezio Ronchetti:
Robust Estimation of Heckman Model. 3-21
Fundamental Theory
- Mario V. Wüthrich:
Sequential Monte Carlo Sampling for State Space Models. 25-50 - Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva:
Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty. 51-68 - Thongchai Dumrongpokaphan, Vladik Kreinovich:
Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) Distributions. 69-77 - Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta:
Econometric Models of Probabilistic Choice: Beyond McFadden's Formulas. 79-87 - Olga Kosheleva, Vladik Kreinovich, Thongchai Dumrongpokaphan:
How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CES. 89-98 - Kongliang Zhu, Nantiworn Thianpaen, Vladik Kreinovich:
How to Make Plausibility-Based Forecasting More Accurate. 99-110 - Cathy W. S. Chen, Khemmanant Khamthong
, Sangyeol Lee:
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression. 111-134 - Martin Sterchi
Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence. 135-167 - Ryan Martin:
Prior-Free Probabilistic Inference for Econometricians. 169-186 - W. Y. Jessica Leung
Robustness in Forecasting Future Liabilities in Insurance. 187-200 - Radim Jirousek:
On Conditioning in Multidimensional Probabilistic Models. 201-216 - Qianfang Hu, Zheng Wei, Baokun Li, Tonghui Wang:
New Estimation Method for Mixture of Normal Distributions. 217-233 - Weizhong Tian
EM Estimation for Multivariate Skew Slash Distribution. 235-248 - Xiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn:
Constructions of Multivariate Copulas. 249-265 - Xiaonan Zhu, Ziwei Ma
Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential Models. 267-286 - Jiejie Zhang, Ying Chen, Stefan Klotz, Kian Guan Lim:
International Yield Curve Prediction with Common Functional Principal Component Analysis. 287-304 - Hien D. Tran, Son P. Nguyen, Hoa T. Le, Uyen Hoang Pham:
An Alternative to p-Values in Hypothesis Testing with Applications in Model Selection of Stock Price Data. 305-319 - Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong:
Confidence Intervals for the Common Mean of Several Normal Populations. 321-331 - Songsak Sriboonchitta, Woraphon Yamaka
A Generalized Information Theoretical Approach to Non-linear Time Series Model. 333-348 - Pathairat Pastpipatkul, Woraphon Yamaka
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model. 349-362 - Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont:
A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression. 363-378
Applications
- T. K. Tran, Hiroshi Sato, Akira Namatame:
Key Economic Sectors and Their Transitions: Analysis of World Input-Output Network. 381-399 - Ramez Abubakr Badeeb
Natural Resources, Financial Development and Sectoral Value Added in a Resource Based Economy. 401-417 - Haiyan Song
Can Bagging Improve the Forecasting Performance of Tourism Demand Models? 419-433 - Jianxu Liu
The Role of Asian Credit Default Swap Index in Portfolio Risk Management. 435-447 - Jianxu Liu
Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts. 449-469 - Chatchai Khiewngamdee, Woraphon Yamaka
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models. 471-489 - Jirakom Sirisrisakulchai
Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators. 491-500 - Kobpongkit Navapan, Jianxu Liu
Forecasting Cash Holding with Cash Deposit Using Time Series Approaches. 501-510 - Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta:
Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models. 511-521 - Pathairat Pastpipatkul, Paravee Maneejuk
Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression. 523-541 - Paravee Maneejuk
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model. 543-559 - Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta:
Gravity Model of Trade with Linear Quantile Mixed Models Approach. 561-574 - Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach. 575-586 - Yingshi Xu, Sangyeol Lee:
Quantile Forecasting of PM10 Data in Korea Based on Time Series Models. 587-598 - Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta:
Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand? 599-613 - Theara Chhorn, Jirakom Sirisrisakulchai
Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach. 615-635 - Wan-Tran Huang, Chung-Te Ting, Yu-Sheng Huang, Cheng-Han Chuang:
The Visitors' Attitudes and Perceived Value Toward Rural Regeneration Community Development of Taiwan. 637-647 - Roengchai Tansuchat, Woraphon Yamaka
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk. 649-666 - Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka
Estimating Efficiency of Stock Return with Interval Data. 667-678 - K. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
The Impact of Extreme Events on Portfolio in Financial Risk Management. 679-690 - Pheara Pheang, Jianxu Liu
Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data. 691-705
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