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

• المؤلفون الرئيسيون: Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka, Songsak Sriboochitta
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Computer Science; Mathematics
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005990012&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/55566

© 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....