Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand
© 2018, Springer International Publishing AG, part of Springer Nature. In this paper, we develop a Markov Switching autoregressive distributed lag (MS-ARDL) model in which short- and long-run nonlinearities are introduced. The model is used to investigate the import demand of Nigeria for parboiled r...
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Main Authors: | Roengchai Tansuchat, Woraphon Yamaka |
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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=85043991914&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58549 |
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Institution: | Chiang Mai University |
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