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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

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

Modeling dependence dynamics of air pollution : time series analysis using a copula based GARCH type model

Zhanqiong, He; Songsak Sriboonchitta; Jing, Dai - In: Uncertainty analysis in econometrics with applications …, (pp. 215-226). 2013

Persistent link: https://www.econbiz.de/10009711146

Forecasting inbound tourism demand to China using time series models and belief functions

Tang, Jiechen; Songsak Sriboonchitta; Yuan, Xinyu - In: Econometrics of risk, (pp. 329-341). 2015

Persistent link: https://www.econbiz.de/10010498518

Identification of the connection between tourism demand and economic growth in ASEAN-3

Satawat Wannapan; Chukiat Chaiboonsri; Songsak Sriboonchitta - In: International journal of trade and global markets 11 (2018) 1/2, pp. 12-20

Persistent link: https://www.econbiz.de/10011973780

Forecasting cash holding with cash deposit using time series approaches

Kobpongkit Navapan; Liu, Jianxu; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 501-510). 2017

Persistent link: https://www.econbiz.de/10011801810

Thailand's international tourism demand : seasonal panel unit roots and the related cointegration model

Jintranun, Jintanee; Songsak Sriboonchitta; Calkins, … - In: Review of economics & finance (2011) 3, pp. 63-76

Persistent link: https://www.econbiz.de/10009628893

How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models

Dong, Manh Cuong; Chen, Cathy W. S.; Lee, Sangyoel; … - In: Computational economics 53 (2019) 1, pp. 343-366

Persistent link: https://www.econbiz.de/10012134682

Export-output growth nexus using threshold VAR and VEC models : empirical evidence from Thailand

Arisara Romyen; Liu, Jianxu; Songsak Sriboonchitta - In: Economies : open access journal 7 (2019) 2/60, pp. 1-16

This paper explores the relationship between export, import, and output for Thailand over the period from 1990 to 2017. The threshold vector autoregressive (VAR) and threshold vector error correction (VEC) models were applied. The empirical evidence confirms that the export-led growth hypothesis...

Persistent link: https://www.econbiz.de/10012021578

Assessing regional economic performance in the southern Thailand special economic zone using a Vine-COPAR model

Arisara Romyen; Liu, Jianxu; Songsak Sriboonchitta; … - In: Economies : open access journal 7 (2019) 2/30, pp. 1-10

Special economic zones (SEZ) can play an integral role in enhancing both regional and national economic growth. To explore the relationship between regional growth and the presence of an SEZ in Songkhla province, Thailand, the CD Vine-Copula AutoRegressive (CD-Vine COPAR) models were constructed...

Persistent link: https://www.econbiz.de/10012021694