A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market

© Springer International Publishing AG 2016. This paper conducted a Markov switching seemingly unrelated regression without assuming a normal distribution of the error term. We proposed the use of both Archimedean and Elliptical copula classes to join the different marginal of the system equations....

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Bibliographic Details
Main Authors: Pastpipatkul P., Panthamit N., Yamaka W., Sriboochitta S.
Format: Book Series
Published: 2017
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005990012&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/42221
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Institution: Chiang Mai University