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Title Uncertainty analysis in econometrics with applications / Van-Nam Huynh ... [et al.] (eds.).
Imprint Heidelberg ; New York : Springer, c2013.


 Main Stacks  HB139 .I58 2013    AVAILABLE
Description xvi, 318 p. : ill. ; 24 cm.
Series Advances in intelligent systems and computing ; 200.
Advances in intelligent systems and computing ; 200.
Bibliog. Includes bibliographical references and index.
Note Gift of Vladik Kreinovich.
Subject Econometrics -- Congresses.
Economics, Mathematical -- Congresses.
Uncertainty -- Congresses.
Contents Keynote Addresses -- On the State of the Art of Info-metrics / Amos Golan -- A Test for Strict Stationarity / Luiz Renato Lima, Breno Neri -- Fundamental Theory -- Statistical Inference from Ill-known Data Using Belief Functions / Thierry Denœux -- Brief Introduction to Probabilistic Compositional Models / Radim Jiroušek -- Some Aspects of Information Theory in Gambling and Economics / Hai Q. Dinh -- Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation / Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta -- Size Distortion in the Analysis of Volatility and Covolatility Effects / Christian Gourieroux, Joann Jasiak -- Maximum Entropy Test for Autoregressive Models / Sangyeol Lee, Siyun Park -- Choice of Copulas in Explaining Stock Market Contagion / Kian-Guan Lim -- A Bayesian Perspective on Mixed GARCH Models with Jumps / Cathy W. S. Chen, Edward M. H. Lin, Yi-Ru Lin -- Risk Measures and Asset Pricing Models with New Versions of Wang Transform / Baokun Li, Tonghui Wang, Weizhong Tian -- Applications -- Purchasing Power Parity Puzzle and the Australian Dollar Real Exchange Rate / Khorshed Chowdhury -- An Empirical Analysis of Price Behavior of Natural Rubber Latex: A Case of Central Rubber Market Hat Yai, Songkhla, Thailand / Hari Sharma Neupane, Peter Calkins -- Trade Liberalisation, Labour Productivity Growth and Skilled Labour Complement: Evidence from the Thai Manufacturing Sector / Piyapong Sangkaew, Kankesu Jayanthakumaran -- Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model / He Zhanqiong, Songsak Sriboonchitta, Dai Jing -- Estimating Time-Varying Systematic Risk by Using Multivariate GARCH / Muttalath Kridsadarat -- Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion / Chaleampong Kongcharoen -- Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach / Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri -- Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models / Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta -- Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach / Jianxu Liu, Songsak Sriboonchitta -- A Quantile Regression Analysis of Price Transmission in Thai Rice Markets / Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese -- Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach -- Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He.
Other Author Huynh, Van-Nam.
Thailand Econometric Society.