Causal Inference in Econometrics

Front Matter....Pages i-xi
Front Matter....Pages 1-1
Validating Markov Switching VAR Through Spectral Representations....Pages 3-15
Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series....Pages 17-28
Spatial Econometric Analysis: Potential Contribution to the Economic Analysis of Smallholder Development....Pages 29-55
Consistent Re-Calibration in Yield Curve Modeling: An Example....Pages 57-82
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution....Pages 83-107
Across-the-Board Spending Cuts Are Very Inefficient: A Proof....Pages 109-118
Invariance Explains Multiplicative and Exponential Skedactic Functions....Pages 119-131
Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation ....Pages 133-152
The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms....Pages 153-169
Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable Copulas....Pages 171-184
On Consistency of Estimators Based on Random Set Vector Observations....Pages 185-198
Brief Introduction to Causal Compositional Models....Pages 199-211
A New Proposal to Predict Corporate Bankruptcy in Italy During the 2008 Economic Crisis....Pages 213-223
Front Matter....Pages 225-225
The Inflation Hedging Ability of Domestic Gold in Malaysia....Pages 227-241
To Determine the Key Factors for Citizen in Selecting a Clinic/Division in Thailand....Pages 243-254
ARIMA Versus Artificial Neural Network for Thailand’s Cassava Starch Export Forecasting....Pages 255-277
Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets....Pages 279-293
Modeling Dependence of Health Behaviors Using Copula-Based Bivariate Ordered Probit....Pages 295-306
Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease....Pages 307-318
Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach....Pages 319-331
Front Matter....Pages 225-225
Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam....Pages 333-346
Modeling Co-Movement and Risk Management of Gold and Silver Spot Prices....Pages 347-362
Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models....Pages 363-372
Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach....Pages 373-383
Indicator Circuits with Incremental Clustering and Its Applications on Classification of Firm’s Performance and Detection of High-Yield Stocks in the Medium-Term....Pages 385-400
Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models....Pages 401-413
Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore....Pages 415-435
Seemingly Unrelated Regression Based Copula: An Application on Thai Rice Market....Pages 437-450
Price Transmission Mechanism in the Thai Rice Market....Pages 451-461
Empirical Relationship Among Money, Output and Prices in Thailand....Pages 463-479
The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media Era....Pages 481-493
Firm Efficiency in Thailand’s Telecommunication Industry: Application of the Stochastic Frontier Model with Dependence in Time and Error Components....Pages 495-505
Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile Regression....Pages 507-514
Does Economic Growth Help Reducing Poverty? A Case of Thailand in Recent Data....Pages 515-524
Effect of Quantitative Easing on ASEAN-5 Financial Markets....Pages 525-543
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing....Pages 545-564
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching....Pages 565-586
Factors Affecting Consumers’ Willingness to Purchase Telehomecare Products....Pages 587-601
Productivity Convergence in Vietnamese Manufacturing Industry: Evidence Using a Spatial Durbin Model....Pages 603-619
Rural Bank Development and PovertyReduction in Indonesia: Evidence from Panel Co-Integration and Causality Tests....Pages 621-635
Back Matter....Pages 637-638