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Uncertainty Analysis in Econometrics with Applications

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Cover of 'Uncertainty Analysis in Econometrics with Applications'

Table of Contents

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    Book Overview
  2. Altmetric Badge
    Chapter 1 On the State of the Art of Info-metrics
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    Chapter 2 A Test for Strict Stationarity
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    Chapter 3 Statistical Inference from Ill-known Data Using Belief Functions
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    Chapter 4 Brief Introduction to Probabilistic Compositional Models
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    Chapter 5 Some Aspects of Information Theory in Gambling and Economics
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    Chapter 6 Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation
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    Chapter 7 Size Distortion in the Analysis of Volatility and Covolatility Effects
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    Chapter 8 Maximum Entropy Test for Autoregressive Models
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    Chapter 9 Choice of Copulas in Explaining Stock Market Contagion
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    Chapter 10 A Bayesian Perspective on Mixed GARCH Models with Jumps
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    Chapter 11 Risk Measures and Asset Pricing Models with New Versions of Wang Transform
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    Chapter 12 Purchasing Power Parity Puzzle and the Australian Dollar Real Exchange Rate
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    Chapter 13 An Empirical Analysis of Price Behavior of Natural Rubber Latex: A Case of Central Rubber Market Hat Yai, Songkhla, Thailand
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    Chapter 14 Trade Liberalisation, Labour Productivity Growth and Skilled Labour Complement: Evidence from the Thai Manufacturing Sector
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    Chapter 15 Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model
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    Chapter 16 Estimating Time-Varying Systematic Risk by Using Multivariate GARCH
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    Chapter 17 Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion
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    Chapter 18 Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach
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    Chapter 19 Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models
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    Chapter 20 Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach
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    Chapter 21 A Quantile Regression Analysis of Price Transmission in Thai Rice Markets
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    Chapter 22 Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach
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Title
Uncertainty Analysis in Econometrics with Applications
Published by
Springer Berlin Heidelberg, December 2012
DOI 10.1007/978-3-642-35443-4
ISBNs
978-3-64-235442-7, 978-3-64-235443-4
Editors

Huynh, Van-Nam, Kreinovich, Vladik, Sriboonchitta, Songsak, Suriya, Komsan

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 3 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 3 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 33%
Student > Postgraduate 1 33%
Unknown 1 33%
Readers by discipline Count As %
Computer Science 1 33%
Neuroscience 1 33%
Unknown 1 33%