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Structural Changes and their Econometric Modeling

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Cover of 'Structural Changes and their Econometric Modeling'

Table of Contents

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    Book Overview
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    Chapter 1 The Replacement for Hypothesis Testing
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    Chapter 2 On Quantum Probability Calculus for Modeling Economic Decisions
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    Chapter 3 My Ban on Null Hypothesis Significance Testing and Confidence Intervals
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    Chapter 4 Kalman Filter and Structural Change Revisited: An Application to Foreign Trade-Economic Growth Nexus
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    Chapter 5 Statisticians Should Not Tell Scientists What to Think
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    Chapter 6 Bayesian Modelling Structural Changes on Housing Price Dynamics
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    Chapter 7 Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model
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    Chapter 8 The Quantum Formalism in Social Science: A Brief Excursion
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    Chapter 9 How Annualized Wavelet Trading “Beats” the Market
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    Chapter 10 Flexible Constructions for Bivariate Copulas Emphasizing Local Dependence
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    Chapter 11 Desired Sample Size for Estimating the Skewness Under Skew Normal Settings
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    Chapter 12 Why the Best Predictive Models Are Often Different from the Best Explanatory Models: A Theoretical Explanation
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    Chapter 13 Algorithmic Need for Subcopulas
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    Chapter 14 How to Take Expert Uncertainty into Account: Economic Approach Illustrated by Pavement Engineering Applications
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    Chapter 15 Quantum Approach Explains the Need for Expert Knowledge: On the Example of Econometrics
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    Chapter 16 Monetary Policy Shocks and Macroeconomic Variables: Evidence from Thailand
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    Chapter 17 Thailand’s Household Income Inequality Revisited: Evidence from Decomposition Approaches
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    Chapter 18 Simultaneous Confidence Intervals for All Differences of Variances of Log-Normal Distributions
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    Chapter 19 Confidence Intervals for the Inverse Mean and Difference of Inverse Means of Normal Distributions with Unknown Coefficients of Variation
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    Chapter 20 Confidence Intervals for the Mean of Delta-Lognormal Distribution
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    Chapter 21 The Interaction Between Fiscal Policy, Macroprudential Policy and Financial Stability in Vietnam-An Application of Structural Equation Modeling
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    Chapter 22 Using Confirmation Factor Analysis to Construct a Financial Stability Index for Vietnam
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    Chapter 23 Mercury Retrograde and Stock Market Returns in Vietnam
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    Chapter 24 Modeling Persistent and Periodic Weekly Rainfall in an Environment of an Emerging Sri Lankan Economy
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    Chapter 25 Value at Risk of SET Returns Based on Bayesian Markov-Switching GARCH Approach
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    Chapter 26 Benfordness of Chains of Truncated Beta Distributions via a Piecewise Constant Approximation
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    Chapter 27 Confidence Intervals for Coefficient of Variation of Three Parameters Delta-Lognormal Distribution
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    Chapter 28 Confidence Intervals for Difference Between Means and Ratio of Means of Weibull Distribution
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    Chapter 29 Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand
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    Chapter 30 Technical Efficiency Analysis of Tourism and Logistics in ASEAN: Comparing Bootstrapping DEA and Stochastic Frontier Analysis Based Decision on Copula Approach
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    Chapter 31 Estimating the Difference in the Percentiles of Two Delta-Lognormal Independent Populations
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    Chapter 32 Impacts of Global Market Volatility and US Dollar on Agricultural Commodity Futures Prices: A Panel Cointegration Approach
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    Chapter 33 An Analysis of the Impact of the Digital Economy on Change in Thailand’s Economic Trends Using Dynamic Stochastic General Equilibrium (DSGE)
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    Chapter 34 A Regime Switching Skew-Distribution Model of Contagion
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    Chapter 35 Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach
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    Chapter 36 Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil
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    Chapter 37 Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach
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    Chapter 38 Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand
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    Chapter 39 Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets
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    Chapter 40 A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets
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    Chapter 41 A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies
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    Chapter 42 Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive
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    Chapter 43 The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea
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    Chapter 44 Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach
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    Chapter 45 Predictive Recursion Maximum Likelihood for Kink Regression Model
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    Chapter 46 Bayesian Extreme Value Optimization Algorithm: Application to Forecast the Rubber Futures in Futures Exchange Markets
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    Chapter 47 Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations
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    Chapter 48 Analysis of Small and Medium-Sized Enterprises’ Insolvency Probability by Financial Statements Using Probit Kink Model: Manufacture Sector in Songkhla Province, Thailand
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    Chapter 49 Frequency Domain Causality Analysis of Stock Market and Economic Activites in Vietnam
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    Chapter 50 Investigating Structural Dependence in Natural Rubber Supplys Based on Entropy Analyses and Copulas
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    Chapter 51 The Dependence Between International Crude Oil Price and Vietnam Stock Market: Nonlinear Cointegration Test Approach
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    Chapter 52 Stability of Vietnam Money Demand Function: An Empirical Application of Multiple Testing with a Structural Break
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    Chapter 53 Analytic on Long-Run Equilibrium Between Thailand’s Economy and Business Tourism (MICE) Industry Using Bayesian Inference
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    Chapter 54 Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-Frontier Approach
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    Chapter 55 Technical Efficiency Analysis of Agricultural Production of BRIC Countries and the United States of America: A Copula-Based Meta-Frontier Approach
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    Chapter 56 Comparisons of Confidence Interval for a Ratio of Non-normal Variances Using a Kurtosis Estimator
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    Chapter 57 An Analysis of Stock Market Cycle with Markov Switching and Kink Model
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Title
Structural Changes and their Econometric Modeling
Published by
Springer International Publishing, January 2019
DOI 10.1007/978-3-030-04263-9
ISBNs
978-3-03-004262-2, 978-3-03-004263-9
Editors

Vladik Kreinovich, Songsak Sriboonchitta

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The data shown below were collected from the profiles of 3 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 15 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 15 100%

Demographic breakdown

Readers by professional status Count As %
Student > Postgraduate 3 20%
Student > Ph. D. Student 3 20%
Lecturer 2 13%
Student > Bachelor 2 13%
Researcher 1 7%
Other 2 13%
Unknown 2 13%
Readers by discipline Count As %
Economics, Econometrics and Finance 5 33%
Business, Management and Accounting 3 20%
Social Sciences 2 13%
Arts and Humanities 1 7%
Psychology 1 7%
Other 1 7%
Unknown 2 13%