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Publication search results
found 44 matches
- 2017
- Ramez Abubakr Badeeb, Hooi Hooi Lean:
Natural Resources, Financial Development and Sectoral Value Added in a Resource Based Economy. Robustness in Econometrics 2017: 401-417 - Cathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee:
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression. Robustness in Econometrics 2017: 111-134 - Theara Chhorn, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Jianxu Liu:
Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach. Robustness in Econometrics 2017: 615-635 - K. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
The Impact of Extreme Events on Portfolio in Financial Risk Management. Robustness in Econometrics 2017: 679-690 - Thongchai Dumrongpokaphan, Vladik Kreinovich:
Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) Distributions. Robustness in Econometrics 2017: 69-77 - Qianfang Hu, Zheng Wei, Baokun Li, Tonghui Wang:
New Estimation Method for Mixture of Normal Distributions. Robustness in Econometrics 2017: 217-233 - Wan-Tran Huang, Chung-Te Ting, Yu-Sheng Huang, Cheng-Han Chuang:
The Visitors' Attitudes and Perceived Value Toward Rural Regeneration Community Development of Taiwan. Robustness in Econometrics 2017: 637-647 - Radim Jirousek:
On Conditioning in Multidimensional Probabilistic Models. Robustness in Econometrics 2017: 201-216 - Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta:
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models. Robustness in Econometrics 2017: 471-489 - Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta:
Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models. Robustness in Econometrics 2017: 511-521 - Olga Kosheleva, Vladik Kreinovich, Thongchai Dumrongpokaphan:
How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CES. Robustness in Econometrics 2017: 89-98 - Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta:
Econometric Models of Probabilistic Choice: Beyond McFadden's Formulas. Robustness in Econometrics 2017: 79-87 - W. Y. Jessica Leung, S. T. Boris Choy:
Robustness in Forecasting Future Liabilities in Insurance. Robustness in Econometrics 2017: 187-200 - Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta:
The Role of Asian Credit Default Swap Index in Portfolio Risk Management. Robustness in Econometrics 2017: 435-447 - Jianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta:
Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts. Robustness in Econometrics 2017: 449-469 - Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model. Robustness in Econometrics 2017: 543-559 - Ryan Martin:
Prior-Free Probabilistic Inference for Econometricians. Robustness in Econometrics 2017: 169-186 - Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta:
Forecasting Cash Holding with Cash Deposit Using Time Series Approaches. Robustness in Econometrics 2017: 501-510 - Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta:
Gravity Model of Trade with Linear Quantile Mixed Models Approach. Robustness in Econometrics 2017: 561-574 - Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta:
Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression. Robustness in Econometrics 2017: 523-541 - Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model. Robustness in Econometrics 2017: 349-362 - Pheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta:
Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data. Robustness in Econometrics 2017: 691-705 - Elvezio Ronchetti:
Robust Estimation of Heckman Model. Robustness in Econometrics 2017: 3-21 - Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators. Robustness in Econometrics 2017: 491-500 - Haiyan Song, Stephen F. Witt, Richard T. R. Qiu:
Can Bagging Improve the Forecasting Performance of Tourism Demand Models? Robustness in Econometrics 2017: 419-433 - Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul:
A Generalized Information Theoretical Approach to Non-linear Time Series Model. Robustness in Econometrics 2017: 333-348 - Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva:
Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty. Robustness in Econometrics 2017: 51-68 - Martin Sterchi, Michael Wolf:
Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence. Robustness in Econometrics 2017: 135-167 - Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta:
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk. Robustness in Econometrics 2017: 649-666 - Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong:
Confidence Intervals for the Common Mean of Several Normal Populations. Robustness in Econometrics 2017: 321-331
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