Seemingly unrelated regression based copula: An application on thai rice market

© Springer International Publishing Switzerland 2016. This paper introduced the seemingly unrelated regression (SUR) model based on Copula to improve a linear regression system since the conventional SUR model has a strong assumption of normally distributed residuals. The Copula density functions we...

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Bibliographic Details
Main Authors: Pathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700781&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55592
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Institution: Chiang Mai University

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