Bayesian Estimation of Archimedean Copula-Based sur Quantile Models

Bayesian Estimation of Archimedean Copula-Based sur Quantile Models

© 2020 Nachatchapong Kaewsompong et al. We propose a high-dimensional copula to model the dependence structure of the seemingly unrelated quantile regression. As the conventional model faces with the strong assumption of the multivariate normal distribution and the linear dependence structure, thus,...

Saved in:

書目詳細資料
Main Authors:	Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka
格式:	雜誌
出版:	2020
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85089021591&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70439
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Export price and local price relation in longan of Thailand: The bivariate threshold vecm model
由: Nachatchapong Kaewsompong, et al.
出版: (2019)

Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Copulas based seemingly unrelated quantile regression
由: Roengchai Tansuchat, et al.
出版: (2018)

Analysis of global competitiveness using copula-based stochastic frontier kink model
由: Paravee Maneejuk, et al.
出版: (2018)

Bayesian approach for mixture copula model
由: Sukrit Thongkairat, et al.
出版: (2019)

Maximum entropy quantile regression with unknown quantile
由: Kanchana Chokethaworn, et al.
出版: (2018)

Testing the validity of economic growth theories using copula-based seemingly unrelated quantile kink regression
由: Pathairat Pastpipatkul, et al.
出版: (2018)

Bayesian empirical likelihood estimation of smooth kink regression
由: Woraphon Yamaka, et al.
出版: (2019)

Maximum entropy quantile regression with unknown quantile
由: Kanchana Chokethaworn, et al.
出版: (2018)

Frontier quantile model using a generalized class of skewed distributions
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Analysis of herding behavior using bayesian quantile regression
由: Rungrapee Phadkantha, et al.
出版: (2019)

Bayesian analysis of the logistic kink regression model using metropolis-hastings sampling
由: Paravee Maneejuk, et al.
出版: (2019)

An empirical examination of maximum entropy in copula-based simultaneous equations model
由: Kanchana Choktaworn, et al.
出版: (2018)

Expectile and quantile kink regressions with unknown threshold
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets
由: Paravee Maneejuk, et al.
出版: (2018)

Analysis of global competitiveness using copula-based stochastic frontier kink model
由: Paravee Maneejuk, et al.
出版: (2018)

An empirical examination of maximum entropy in copula-based simultaneous equations model
由: Kanchana Choktaworn, et al.
出版: (2018)

Frontier quantile model using a generalized class of skewed distributions
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Expectile and quantile kink regressions with unknown threshold
由: Varith Pipitpojanakarn, et al.
出版: (2018)

Testing the validity of economic growth theories using copula-based seemingly unrelated quantile kink regression
由: Pathairat Pastpipatkul, et al.
出版: (2018)

Modeling nonlinear dependence structure using logistic smooth transition copula model
由: Paravee Maneejuk, et al.
出版: (2019)

The effect of energy consumption on economic growth in brics countries: Evidence from panel quantile bayesian regression
由: Wilawan Srichaikul, et al.
出版: (2019)

Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends
由: Paravee Maneejuk, et al.
出版: (2020)

Analyzing the causality and dependence between gold shocks and asian emerging stock markets: A smooth transition copula approach
由: Woraphon Yamaka, et al.
出版: (2020)

Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?
由: Roengchai Tansuchat, et al.
出版: (2018)

Estimating efficiency effects with a copula-based spatial panel stochastic frontier model: Application in Thai rice production
由: Chonrada Nunti, et al.
出版: (2020)

Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model
由: Pipitpojanakarn V., et al.
出版: (2017)

Bayesian markov switching quantile regression with unknown quantile τ: Application to stock exchange of Thailand (SET)
由: Woraphon Yamaka, et al.
出版: (2019)

Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets
由: Paravee Maneejuk, et al.
出版: (2018)

An analysis of the impacts of telecommunications technology and innovation on economic growth
由: Paravee Maneejuk, et al.
出版: (2020)

Modeling the dependence structure of coupled lives in the Philippines using some Archimedean copulas
由: Cagalpin, Anne Katherine A., et al.
出版: (2009)

Macroeconomic factors affecting exchange rate fluctuation: Markov switching Bayesian quantile approach
由: Tanaporn Tungtrakul, et al.
出版: (2018)

Capital asset pricing model through quantile regression: An entropy approach
由: Woraphon Yamaka, et al.
出版: (2018)

Bayesian empirical likelihood estimation for kink regression with unknown threshold
由: Woraphon Yamaka, et al.
出版: (2018)

A Markov-Switching Model with Mixture Distribution Regimes
由: Paravee Maneejuk, et al.
出版: (2018)

Analysis of Thailand’s foreign direct investment in CLMV countries using SUR model with missing data
由: Chalerm Jaitang, et al.
出版: (2018)

Modelling credit card exposure at default using vine copula quantile regression
由: Wattanawongwan S.
出版: (2023)

Comparison of Archimedean copula and mean variance method in estimating VaR an application to different stock portfolios
由: Tian, Cheng, et al.
出版: (2011)

Empirical likelihood estimation of the Markov-switching model
由: Paravee Maneejuk, et al.
出版: (2018)

Archimedean copula in the computation of value-at-risk : an application to Singapore stock market.
由: Wu, Daniel Yuelong., et al.
出版: (2010)