Analysis of Markov switching seemingly unrelated regression model with skewed distributions, and its application to Thai cassava market

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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書目詳細資料
Main Authors:	Annop Thananchana, Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
格式:	Conference Proceeding
出版:	2018
主題:	Physics and Astronomy
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051390955&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59115
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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