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

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

 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|