Special Issue (2019): Structural Change Modeling and Optimization in Econometrics 2018

Table of Contents

Bayesian Markov Switching Quantile Regression with Unknown Quantile $\tau$: Application to Stock Exchange of Thailand (SET) PDF
  1-13
Markov Switching Dynamic Correlation: An Empirical Study of Hedging in Crude Oil and Natural Gas Markets PDF
  15-31
Preferences (Partial Pre-Orders) on Complex Numbers - in View of Possible Use in Quantum Econometrics PDF
  33-39
Translating Discrete Estimates into a Less Detailed Scale: An Optimal Approach PDF
  41-55
Bhutan Landscape Anomaly: Possible Effect on Himalayan Economy (In View of Optimal Description of Elevation Profiles) PDF
  57-69
Towards Optimal Implementation of Decentralized Currencies: How to Best Select Probabilities in an Ethereum-Type Proof-of-Stake Protocol PDF
  71-76
Economic Policy Uncertainty Effect on Precious Metal Markets: A Markov-Switching Model with Mixture Distribution Regimes PDF
  77-92
Modeling Dependence of Agricultural Commodity Futures through Markov Switching Copula with Mixture Distribution Regimes PDF
  93-107
Impact of Population Aging on Consumption and Saving in Thailand : Structural Break Approach PDF
  109-120
Modeling Nonlinear Dependence Structure Using Logistic Smooth Transition Copula Model PDF
  121-134
An Analysis of Contagion Effect on ASEAN Stock Market Using Multivariate Markov Switching DCC GARCH PDF
  135-152
Prediction the Direction of SET50 Index Using Support Vector Machines PDF
  153-165
Bayesian Estimation for Fully Shifted Panel AR(1) Time Series Model PDF
  167-183
High-Order Generalized Maximum Entropy Estimator in Kink Regression Model PDF
  185-200
Forecasting GDP in ASIAN Countries Using Relevant Vector Machines PDF
  201-215
Bayesian Empirical Likelihood Estimation of Smooth Kink Regression PDF
  217-233


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|ISSN 1686-0209|