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

Guest Editor: Hung T. Nguyen, NMSU, USA (hunguyen@nmsu.edu)

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


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).

Copyright 2020 by the Mathematical Association of Thailand.

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|ISSN 1686-0209|