Econometric forecasting using linear regression and belief functions

Econometric forecasting using linear regression and belief functions

© Springer International Publishing Switzerland 2014. We describe a method for quantifying the uncertainty in statistical forecasts using belief functions. This method consists in two steps. In the estimation step, uncertainty on the model parameters is described by a consonant belief function defin...

Saved in:

書目詳細資料
Main Authors:	Orakanya Kanjanatarakul, Philai Lertpongpiroon, Sombat Singkharat, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Computer Science Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84921805501&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53430
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

相似書籍

Econometric forecasting using linear regression and belief functions
由: Orakanya Kanjanatarakul, et al.
出版: (2018)

Forecasting using belief functions: An application to marketing econometrics
由: Orakanya Kanjanatarakul, et al.
出版: (2018)

Forecasting using belief functions: An application to marketing econometrics
由: Orakanya Kanjanatarakul, et al.
出版: (2018)

Prediction of future observations using belief functions: A likelihood-based approach
由: Orakanya Kanjanatarakul, et al.
出版: (2018)

Forecasting using belief functions: An application to marketing econometrics
由: Kanjanatarakul O., et al.
出版: (2014)

K-EVCLUS: Clustering large dissimilarity data in the belief function framework
由: Orakanya Kanjanatarakul, et al.
出版: (2018)

Predicting stock returns in the capital asset pricing model using quantile regression and belief functions
由: Kittawit Autchariyapanitkul, et al.
出版: (2018)

Comparing linear and nonlinear models in forecasting telephone subscriptions using likelihood based belief functions
由: Noppasit Chakpitak, et al.
出版: (2018)

Forecasting Using Information and Entropy Based on Belief Functions
由: Woraphon Yamaka, et al.
出版: (2020)

A new evidential K-nearest neighbor rule based on contextual discounting with partially supervised learning
由: Thierry Denœux, et al.
出版: (2020)

On fuzzy theory for econometrics
由: Hung T. Nguyen, et al.
出版: (2018)

Time series forecast using AR-belief approach
由: Nantiworn Thianpaen, et al.
出版: (2018)

Forecasting risk and returns: CAPM model with belief functions
由: Sutthiporn Piamsuwannakit, et al.
出版: (2018)

A convex combination method for linear regression with interval data
由: Somsak Chanaim, et al.
出版: (2018)

Comparing linear and nonlinear models in forecasting telephone subscriptions using likelihood based belief functions
由: Noppasit Chakpitak, et al.
出版: (2018)

Forecasting inbound tourism demand to China using time series models and belief functions
由: Jiechen Tang, et al.
出版: (2018)

Econometric analysis of private and public wage determination for older workers using a copula and switching regression
由: A. Wichian, et al.
出版: (2018)

Risk, return and international portfolio analysis: Entropy and linear belief functions
由: Apiwat Ayusuk, et al.
出版: (2018)

Macro-econometric forecasting for during periods of economic cycle using bayesian extreme value optimization algorithm
由: Satawat Wannapan, et al.
出版: (2018)

Economic forecasting based on copula quantile curves and beliefs
由: Liu,J., et al.
出版: (2015)

Forecasting risk and returns: CAPM model with belief functions
由: Sutthiporn Piamsuwannakit, et al.
出版: (2018)

An econometric study of inbound tourism demand in Hong Kong, Macao and Taiwan: A case study of mainland China
由: Bing Yang, et al.
出版: (2019)

Preferences (Partial pre-orders) on complex numbers – In view of possible use in quantum econometrics
由: Songsak Sriboonchitta, et al.
出版: (2019)

Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness
由: Kittawit Autchariyapanitkul, et al.
出版: (2018)

Evidential clustering of large dissimilarity data
由: Thierry Denœux, et al.
出版: (2018)

EK-NNclus: A clustering procedure based on the evidential K-nearest neighbor rule
由: Thierry Denœux, et al.
出版: (2018)

Forecasting inbound tourism demand to China using time series models and belief functions
由: Jiechen Tang, et al.
出版: (2018)

Forecasting GDP growth in Thailand with different leading indicators using MIDAS regression models
由: Natthaphat Kingnetr, et al.
出版: (2018)

Pair trading rule with switching regression GARCH model
由: Kongliang Zhu, et al.
出版: (2018)

Prediction of future observations using belief functions: A likelihood-based approach
由: Kanjanatarakul O., et al.
出版: (2017)

Forecasting tourist arrivals to Thailand using belief functions
由: Min,N., et al.
出版: (2015)

Risk, return and international portfolio analysis: Entropy and linear belief functions
由: Apiwat Ayusuk, et al.
出版: (2018)

Modeling dependence in econometrics
由: Van Nam Huynh, et al.
出版: (2018)

Which robust versions of sample variance and sample covariance are most appropriate for econometrics: Symmetry-based analysis
由: Songsak Sriboonchitta, et al.
出版: (2018)

Econometric analysis of older of work using a copula and sample selection approach
由: A. Wichian, et al.
出版: (2018)

Forecasting Thailand’s exports to ASEAN with non-linear models
由: Petchaluck Boonyakunakorn, et al.
出版: (2018)

Predicting stock returns in the capital asset pricing model using quantile regression and belief functions
由: Kittawit Autchariyapanitkul, et al.
出版: (2018)

Estimation and prediction using belief functions: Application to stochastic frontier analysis
由: Kanjanatarakul,O., et al.
出版: (2015)

Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model
由: Arisara Romyen, et al.
出版: (2018)

Welfare measurement on Thai rice market: A Markov Switching Bayesian Seemingly Unrelated Regression
由: Pathairat Pastpipatkul, et al.
出版: (2018)