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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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005990012&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55566 |
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| Institution: | Chiang Mai University |