Analyzing the effect of time-varying factors for Thai rice export
© 2016 by the Mathematical Association of Thailand. All rights reserved. This paper analyses the time-varying behaviors of some specific factors that affect the Thai rice export. We introduce the Markov switching regression with time-varying method as a contribution to a discussion on this issue. Th...
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th-cmuir.6653943832-423602017-09-28T04:26:38Z Analyzing the effect of time-varying factors for Thai rice export Maneejuk P. Pastpipatkul P. Sriboonchitta S. © 2016 by the Mathematical Association of Thailand. All rights reserved. This paper analyses the time-varying behaviors of some specific factors that affect the Thai rice export. We introduce the Markov switching regression with time-varying method as a contribution to a discussion on this issue. This model employs the Bayesian approach to do the parameter estimation of this model while Kalman filter is applied to predict the time-varying coefficient in each regime. The result shows that the proposed model is able to capture the real economic situation very well and can beat the conventional static Markov switching regression. 2017-09-28T04:26:38Z 2017-09-28T04:26:38Z 2016-01-01 Journal 16860209 2-s2.0-85008422639 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008422639&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42360 |
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© 2016 by the Mathematical Association of Thailand. All rights reserved. This paper analyses the time-varying behaviors of some specific factors that affect the Thai rice export. We introduce the Markov switching regression with time-varying method as a contribution to a discussion on this issue. This model employs the Bayesian approach to do the parameter estimation of this model while Kalman filter is applied to predict the time-varying coefficient in each regime. The result shows that the proposed model is able to capture the real economic situation very well and can beat the conventional static Markov switching regression. |
| format |
Journal |
| author |
Maneejuk P. Pastpipatkul P. Sriboonchitta S. |
| spellingShingle |
Maneejuk P. Pastpipatkul P. Sriboonchitta S. Analyzing the effect of time-varying factors for Thai rice export |
| author_facet |
Maneejuk P. Pastpipatkul P. Sriboonchitta S. |
| author_sort |
Maneejuk P. |
| title |
Analyzing the effect of time-varying factors for Thai rice export |
| title_short |
Analyzing the effect of time-varying factors for Thai rice export |
| title_full |
Analyzing the effect of time-varying factors for Thai rice export |
| title_fullStr |
Analyzing the effect of time-varying factors for Thai rice export |
| title_full_unstemmed |
Analyzing the effect of time-varying factors for Thai rice export |
| title_sort |
analyzing the effect of time-varying factors for thai rice export |
| publishDate |
2017 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008422639&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42360 |
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1681422174691262464 |