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
Markov Switching Dynamic Correlation: An Empirical Study of Hedging in Crude Oil and Natural Gas Markets PDF
Preferences (Partial Pre-Orders) on Complex Numbers - in View of Possible Use in Quantum Econometrics PDF
Translating Discrete Estimates into a Less Detailed Scale: An Optimal Approach PDF
Bhutan Landscape Anomaly: Possible Effect on Himalayan Economy (In View of Optimal Description of Elevation Profiles) PDF
Towards Optimal Implementation of Decentralized Currencies: How to Best Select Probabilities in an Ethereum-Type Proof-of-Stake Protocol PDF
Economic Policy Uncertainty Effect on Precious Metal Markets: A Markov-Switching Model with Mixture Distribution Regimes PDF
Modeling Dependence of Agricultural Commodity Futures through Markov Switching Copula with Mixture Distribution Regimes PDF
Impact of Population Aging on Consumption and Saving in Thailand : Structural Break Approach PDF
Modeling Nonlinear Dependence Structure Using Logistic Smooth Transition Copula Model PDF
An Analysis of Contagion Effect on ASEAN Stock Market Using Multivariate Markov Switching DCC GARCH PDF
Prediction the Direction of SET50 Index Using Support Vector Machines PDF
Bayesian Estimation for Fully Shifted Panel AR(1) Time Series Model PDF
High-Order Generalized Maximum Entropy Estimator in Kink Regression Model PDF
Forecasting GDP in ASIAN Countries Using Relevant Vector Machines PDF
Bayesian Empirical Likelihood Estimation of Smooth Kink Regression PDF

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|