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A generalized information theoretical approach to non-linear time series model
Songsak Sriboonchitta; Woraphon Yamaka; Paravee Maneejuk; … - In: Robustness in econometrics, (pp. 333-348). 2017
Persistent link: https://www.econbiz.de/10011801366
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Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul; Woraphon Yamaka; Songsak … - In: Robustness in econometrics, (pp. 349-362). 2017
Persistent link: https://www.econbiz.de/10011801427
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Gravity model of trade with linear quantile mixed models approach
Pathairat Pastpipatkul; Petchaluck Boonyakunakorn; … - In: Robustness in econometrics, (pp. 561-574). 2017
Persistent link: https://www.econbiz.de/10011801880
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Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics
Gong, Xue; Songsak Sriboonchitta - In: Econometrics of risk, (pp. 305-318). 2015
Persistent link: https://www.econbiz.de/10010498520
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Estimation and prediction using belief functions : application to stochastic frontier analysis
Orakanya Kanjanatarakul; Nachatchapong Kaewsompong; … - In: Econometrics of risk, (pp. 171-184). 2015
Persistent link: https://www.econbiz.de/10010498554
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On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.; Li, Muyi; Nguyen, Nga T. H.; Songsak … - In: Computational economics 49 (2017) 1, pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
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Effect of helmet use on severity of head injuries using doubly robust estimators
Jirakom Sirisrisakulchai; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 491-500). 2017
Persistent link: https://www.econbiz.de/10011801804
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Stochastic frontier model in financial econometrics : a copula-based approach
Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; … - In: Robustness in econometrics, (pp. 575-586). 2017
Persistent link: https://www.econbiz.de/10011801882
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Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?
Tanaporn Tungtrakul; Natthaphat Kingnetr; Songsak … - In: Robustness in econometrics, (pp. 599-613). 2017
Persistent link: https://www.econbiz.de/10011801995
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Estimating efficiency of stock return with interval data
Phachongchit Tibprasorn; Chatchai Khiewngamdee; … - In: Robustness in econometrics, (pp. 667-678). 2017
Persistent link: https://www.econbiz.de/10011802007