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Uncertainty Analysis in Econometrics with Applications

  • Conference proceedings
  • © 2013

Overview

Editors:
  1. Van-Nam Huynh

    1. Science and Technology, School of Knowledge Science, Japan Advanced Institute of, Ishikawa, Japan

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  2. Vladik Kreinovich

    1. , Department of Computer Science, University of Texas at El Paso, El Paso, USA

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  3. Songsak Sriboonchitta

    1. , Faculty of Economics, Chiang Mai University, Chinag Mai, Thailand

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  4. Komsan Suriya

    1. , Faculty of Economics, Chiang Mai University, Chinag Mai, Thailand

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  • Presents recent research on Maximum Entropy Econometrics and Related Topics
  • Proceedings of the Sixth International Conference of the Thailand Econometric Society TES'2013
  • Written by leading experts in the field

Part of the book series: Advances in Intelligent Systems and Computing (AISC)

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Table of contents (22 papers)

  1. Applications

    1. Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion

      • Chaleampong Kongcharoen
      Pages 241-254

    2. Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach

      • Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri
      Pages 255-267

    3. Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models

      • Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta
      Pages 269-281

    4. Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach

      • Jianxu Liu, Songsak Sriboonchitta
      Pages 283-294

    5. A Quantile Regression Analysis of Price Transmission in Thai Rice Markets

      • Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese
      Pages 295-305

    6. Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach

      • Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He
      Pages 307-318

  2. Back Matter

    Pages 0--1
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Keywords

About this book

 

Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization.

This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data.

Editors and Affiliations

  • Science and Technology, School of Knowledge Science, Japan Advanced Institute of, Ishikawa, Japan

    Van-Nam Huynh

  • , Department of Computer Science, University of Texas at El Paso, El Paso, USA

    Vladik Kreinovich

  • , Faculty of Economics, Chiang Mai University, Chinag Mai, Thailand

    Songsak Sriboonchitta, Komsan Suriya

Bibliographic Information

  • Book Title: Uncertainty Analysis in Econometrics with Applications

  • Editors: Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya

  • Series Title: Advances in Intelligent Systems and Computing

  • DOI: https://doi.org/10.1007/978-3-642-35443-4

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Engineering, Engineering (R0)

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2013

  • Softcover ISBN: 978-3-642-35442-7Published: 14 December 2012

  • eBook ISBN: 978-3-642-35443-4Published: 14 December 2012

  • Series ISSN: 2194-5357

  • Series E-ISSN: 2194-5365

  • Edition Number: 1

  • Number of Pages: XVI, 319

  • Number of Illustrations: 34 b/w illustrations

  • Topics: Computational Intelligence, Artificial Intelligence, Econometrics

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