Analysis of Markov switching seemingly unrelated regression model with skewed distributions, and its application to Thai cassava market
© Published under licence by IOP Publishing Ltd. This study conducts a Markov switching seemingly unrelated regression with skewed distribution. We analyse MS-SUR model under skewed distributions. In other words, the multivariate skew-normal and skew-t with unknown skewness parameter are adopted to...
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| Main Authors: | , , , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051390955&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59115 |
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| Institution: | Chiang Mai University |