Special Issue (2016) on Applied Mathematics : Bayesian Econometrics

Table of Contents

Articles

Editorial PDF
Sompong Dhompongsa, Hung T. Nguyen
Some Bayesian Premiums Obtained by Using the Common Effect in Claim Dependence Model PDF
Tippatai Pongsart, Kiat Sangaroon, Pairote Sattayatham 1-12
Modeling Stock Market Dynamics with Stochastic Differential Equation Driven by Fractional Brownian Motion: A Bayesian Method PDF
N. Harnpornchai, K. Autchariyapanitkul 13-23
Bayesian Approach to Intelligent Control and Its Relation to Fuzzy Control PDF
Kongliang Zhu, Olga Kosheleva, Vladik Kreinovich 25-36
Which Robust Versions of Sample Variance and Sample Covariance Are Most Appropriate for Econometrics: Symmetry-Based Analysis PDF
Songsak Sriboonchitta, Ildar Batyrshin, Vladik Kreinovich 37-50
Empirically Successful Transformations from Non-Gaussian to Close-to-Gaussian Distributions: Theoretical Justification PDF
Thongchai Dumrongpokaphan, Pedro Barragan, Vladik Kreinovich 51-61
Causal Effect for Ordinal Outcomes from Observational Data: Bayesian Approach PDF
Jirakom Sirisrisakulchai, Songsak Sriboonchitta 63-70
Robust Regression for Capital Asset Pricing Model Using Bayesian Approach PDF
K. Autchariyapanitkul, K. Kunasri, S. Sriboonchitta 71-82
A Bayesian Change Point with Regime Switching Model PDF
P. Pastpipatkul, S. Sriboonchitta, W. Yamaka 83-99
Relationships Among Prices of Rubber in ASEAN : Bayesian Structural VAR Model PDF
N. Kaewsompong, S. Sriboonchitta, P. Maneejuk, W. Yamaka 101-116
Macroeconomic Factors Affecting Exchange Rate Fluctuation: Markov Switching Bayesian Quantile Approach PDF
Tanaporn Tungtrakul, Paravee Maneejuk, Songsak Sriboonchitta 117-132
Time-Varying Threshold Regression Model Using the Kalman Filter Method PDF
Duangthip Sirikanchanarak, Worapon Yamaka, Chatchai Khiewgamdee, Songsak Sriboonchitta 133-148
Factors Affecting Farmer's Choice of Cultivating Landrace Rice: Using a Switching Regression Model PDF
C. Phetcharat, N. Teerakul, W. Yamaka, S. Sriboonchitta, T. Janthonk 149-159
On the Linkages between Exchange Rate Movements Stock, Bond and Interest Rate Market in a Regime-Switching Model: Evidence for ASEAN and East Asia PDF
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta 161-181
Multi-Asset Portfolio Returns: A Markov Switching Copula-Based Approach PDF
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta 183-200
Analyzing the Effect of Time-Varying Factors for Thai Rice Export PDF
Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta 201-213
Forecasting Chinese International Outbound Tourists: Copula Kink AR-GARCH Model PDF
Pimonpun Boonyasana, Warattaya Chinnakum 215-229
Forecasting International Tourism Demand in Thailand PDF
Warattaya Chinnakum, Pimonpun Boonyasana 231-244


The Thai Journal of Mathematics organized and supported by The Mathematical Association of Thailand and Thailand Research Council and the Center for Promotion of Mathematical Research of Thailand (CEPMART).

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