Table of Contents

• Robust Estimation of Heckman ModelElvezio Ronchetti. 3-21 [doi]
• Sequential Monte Carlo Sampling for State Space ModelsMario V. Wüthrich. 25-50 [doi]
• Robustness as a Criterion for Selecting a Probability Distribution Under UncertaintySongsak Sriboonchitta, Hung T. Nguyen 0002, Vladik Kreinovich, Olga Kosheleva. 51-68 [doi]
• Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) DistributionsThongchai Dumrongpokaphan, Vladik Kreinovich. 69-77 [doi]
• Econometric Models of Probabilistic Choice: Beyond McFadden's FormulasOlga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta. 79-87 [doi]
• How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CESOlga Kosheleva, Vladik Kreinovich, Thongchai Dumrongpokaphan. 89-98 [doi]
• How to Make Plausibility-Based Forecasting More AccurateKongliang Zhu, Nantiworn Thianpaen, Vladik Kreinovich. 99-110 [doi]
• Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile RegressionCathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee. 111-134 [doi]
• Weighted Least Squares and Adaptive Least Squares: Further Empirical EvidenceMartin Sterchi, Michael Wolf. 135-167 [doi]
• Prior-Free Probabilistic Inference for EconometriciansRyan Martin. 169-186 [doi]
• Robustness in Forecasting Future Liabilities in InsuranceW. Y. Jessica Leung, S. T. Boris Choy. 187-200 [doi]
• On Conditioning in Multidimensional Probabilistic ModelsRadim Jirousek. 201-216 [doi]
• New Estimation Method for Mixture of Normal DistributionsQianfang Hu, Zheng Wei, Baokun Li, Tonghui Wang. 217-233 [doi]
• EM Estimation for Multivariate Skew Slash DistributionWeizhong Tian, Guodong Han, Tonghui Wang, Varith Pipitpojanakarn. 235-248 [doi]
• Constructions of Multivariate CopulasXiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn. 249-265 [doi]
• Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential ModelsXiaonan Zhu, Ziwei Ma, Tonghui Wang, Teerawut Teetranont. 267-286 [doi]
• International Yield Curve Prediction with Common Functional Principal Component AnalysisJiejie Zhang, Ying Chen, Stefan Klotz, Kian Guan Lim. 287-304 [doi]
• An Alternative to p-Values in Hypothesis Testing with Applications in Model Selection of Stock Price DataHien D. Tran, Son P. Nguyen, Hoa T. Le, Uyen Hoang Pham. 305-319 [doi]
• Confidence Intervals for the Common Mean of Several Normal PopulationsWarisa Thangjai, Sa-aat Niwitpong, Suparat Niwitpong. 321-331 [doi]
• A Generalized Information Theoretical Approach to Non-linear Time Series ModelSongsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul. 333-348 [doi]
• Predictive Recursion Maximum Likelihood of Threshold Autoregressive ModelPathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta. 349-362 [doi]
• A Multivariate Generalized FGM Copulas and Its Application to Multiple RegressionZheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont. 363-378 [doi]
• Key Economic Sectors and Their Transitions: Analysis of World Input-Output NetworkT. K. Tran, H. Sato, A. Namatame. 381-399 [doi]
• Natural Resources, Financial Development and Sectoral Value Added in a Resource Based EconomyRamez Abubakr Badeeb, Hooi-Hooi Lean. 401-417 [doi]
• Can Bagging Improve the Forecasting Performance of Tourism Demand Models?Haiyan Song, Stephen F. Witt, Richard T. Qiu. 419-433 [doi]
• The Role of Asian Credit Default Swap Index in Portfolio Risk ManagementJianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta. 435-447 [doi]
• Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday ImpactsJianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta. 449-469 [doi]
• Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime ModelsChatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta. 471-489 [doi]
• Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust EstimatorsJirakom Sirisrisakulchai, Songsak Sriboonchitta. 491-500 [doi]
• Forecasting Cash Holding with Cash Deposit Using Time Series ApproachesKobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta. 501-510 [doi]
• Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression ModelsNatthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta. 511-521 [doi]
• Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink RegressionPathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta. 523-541 [doi]
• Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink ModelParavee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta. 543-559 [doi]
• Gravity Model of Trade with Linear Quantile Mixed Models ApproachPathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta. 561-574 [doi]
• Stochastic Frontier Model in Financial Econometrics: A Copula-Based ApproachPhachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta. 575-586 [doi]
• Quantile Forecasting of PM10 Data in Korea Based on Time Series ModelsYingshi Xu, Sangyeol Lee. 587-598 [doi]
• Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand?Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta. 599-613 [doi]
• Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration ApproachTheara Chhorn, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Jianxu Liu. 615-635 [doi]
• The Visitors' Attitudes and Perceived Value Toward Rural Regeneration Community Development of TaiwanWan-Tran Huang, Chung-te Ting, Yu-Sheng Huang, Cheng-Han Chuang. 637-647 [doi]
• Analyzing the Contribution of ASEAN Stock Markets to Systemic RiskRoengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta. 649-666 [doi]
• Estimating Efficiency of Stock Return with Interval DataPhachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta. 667-678 [doi]
• The Impact of Extreme Events on Portfolio in Financial Risk ManagementK. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta. 679-690 [doi]
• Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel DataPheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta. 691-705 [doi]