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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Main Authors: | Pathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta |
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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=84952700781&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55592 |
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Institution: | Chiang Mai University |
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