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...
محفوظ في:
المؤلفون الرئيسيون: | Annop Thananchana, Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta |
---|---|
التنسيق: | وقائع المؤتمر |
منشور في: |
2018
|
الموضوعات: | |
الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051390955&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59115 |
الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
مواد مشابهة
-
Copulas based seemingly unrelated quantile regression
بواسطة: Roengchai Tansuchat, وآخرون
منشور في: (2018) -
Which quantile is the most informative? Markov switching quantile model with unknown quantile level
بواسطة: Pichayakone Rakpho, وآخرون
منشور في: (2018) -
A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market
بواسطة: Pathairat Pastpipatkul, وآخرون
منشور في: (2018) -
Welfare measurement on Thai rice market: A Markov Switching Bayesian Seemingly Unrelated Regression
بواسطة: Pathairat Pastpipatkul, وآخرون
منشور في: (2018) -
Welfare measurement on Thai rice market: A Markov Switching Bayesian Seemingly Unrelated Regression
بواسطة: Pathairat Pastpipatkul, وآخرون
منشور في: (2018)