Predictive Econometrics and Big Data

Front Matter ....Pages i-xii
Front Matter ....Pages 1-1
 Data in the 21st Century  (Chaitanya Baru)....Pages 3-17
Front Matter ....Pages 19-19
 Model-Assisted Survey Estimation with Imperfectly Matched Auxiliary Data  (F. Jay Breidt, Jean D. Opsomer, Chien-Min Huang)....Pages 21-35
 COBra: Copula-Based Portfolio Optimization  (Marc S. Paolella, Paweł Polak)....Pages 36-77
 Multiple Testing of One-Sided Hypotheses: Combining Bonferroni and the Bootstrap  (Joseph P. Romano, Michael Wolf)....Pages 78-94
 Exploring Message Correlation in Crowd-Based Data Using Hyper Coordinates Visualization Technique  (Tien-Dung Cao, Dinh-Quyen Nguyen, Hien Duy Tran)....Pages 95-121
 Bayesian Forecasting for Tail Risk  (Cathy W. S. Chen, Yu-Wen Sun)....Pages 122-145
 Smoothing Spline as a Guide to Elaborate Explanatory Modeling  (Chon Van Le)....Pages 146-156
 Quantifying Predictive Uncertainty Using Belief Functions: Different Approaches and Practical Construction  (Thierry Denœux)....Pages 157-176
 Kuznets Curve: A Simple Dynamical System-Based Explanation  (Thongchai Dumrongpokaphan, Vladik Kreinovich)....Pages 177-181
 A Calibration-Based Method in Computing Bayesian Posterior Distributions with Applications in Stock Market  (Dung Tien Nguyen, Son P. Nguyen, Uyen H. Pham, Thien Dinh Nguyen)....Pages 182-191
 How to Estimate Statistical Characteristics Based on a Sample: Nonparametric Maximum Likelihood Approach Leads to Sample Mean, Sample Variance, etc.  (Vladik Kreinovich, Thongchai Dumrongpokaphan)....Pages 192-197
 How to Gauge Accuracy of Processing Big Data: Teaching Machine Learning Techniques to Gauge Their Own Accuracy  (Vladik Kreinovich, Thongchai Dumrongpokaphan, Hung T. Nguyen, Olga Kosheleva)....Pages 198-204
 How Better Are Predictive Models: Analysis on the Practically Important Example of Robust Interval Uncertainty  (Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva)....Pages 205-213
 Quantitative Justification for the Gravity Model in Economics  (Vladik Kreinovich, Songsak Sriboonchitta)....Pages 214-221
 The Decomposition of Quadratic Forms Under Skew Normal Settings  (Ziwei Ma, Weizhong Tian, Baokun Li, Tonghui Wang)....Pages 222-232
 Joint Plausibility Regions for Parameters of Skew Normal Family  (Ziwei Ma, Xiaonan Zhu, Tonghui Wang, Kittawit Autchariyapanitkul)....Pages 233-245
 On Parameter Change Test for ARMA Models with Martingale Difference Errors  (Haejune Oh, Sangyeol Lee)....Pages 246-254
 Agent-Based Modeling of Economic Instability  (Akira Namatame)....Pages 255-265
 A Bad Plan Is Better Than No Plan: A Theoretical Justification of an Empirical Observation  (Songsak Sriboonchitta, Vladik Kreinovich)....Pages 266-272
 Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions  (Weizhong Tian, Tonghui Wang, Fengrong Wei, Fang Dai)....Pages 273-286
 Plausibility Regions on Parameters of the Skew Normal Distribution Based on Inferential Models  (Xiaonan Zhu, Baokun Li, Mixia Wu, Tonghui Wang)....Pages 287-302
 Measures of Mutually Complete Dependence for Discrete Random Vectors  (Xiaonan Zhu, Tonghui Wang, S. T. Boris Choy, Kittawit Autchariyapanitkul)....Pages 303-317
Front Matter ....Pages 319-319
 To Compare the Key Successful Factors When Choosing a Medical Institutions Among Taiwan, China, and Thailand  (Tzong-Ru (Jiun-Shen) Lee, Yu-Ting Huang, Man-Yu Huang, Huan-Yu Chen)....Pages 321-338
 Forecasting Thailand’s Exports to ASEAN with Non-linear Models  (Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta)....Pages 339-349
 Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth?  (Noppasit Chakpitak, Paravee Maneejuk, Somsak Chanaim, Songsak Sriboonchitta)....Pages 350-362
 Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions  (Noppasit Chakpitak, Woraphon Yamaka, Songsak Sriboonchitta)....Pages 363-374
 Volatility in Thailand Stock Market Using High-Frequency Data  (Saowaluk Duangin, Jirakom Sirisrisakulchai, Songsak Sriboonchitta)....Pages 375-391
 Technology Perception, Personality Traits and Online Purchase Intention of Taiwanese Consumers  (Massoud Moslehpour, Ha Le Thi Thanh, Pham Van Kien)....Pages 392-407
 Analysis of Thailand’s Foreign Direct Investment in CLMV Countries Using SUR Model with Missing Data  (Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta)....Pages 408-421
 The Role of Oil Price in the Forecasts of Agricultural Commodity Prices  (Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta)....Pages 422-429
 Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand  (Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta)....Pages 430-442
 A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach  (Ji Ma, Jianxu Liu, Songsak Sriboonchitta)....Pages 443-453
 Technical Efficiency Analysis of China’s Agricultural Industry: A Stochastic Frontier Model with Panel Data  (Ji Ma, Jianxu Liu, Songsak Sriboonchitta)....Pages 454-463
 Empirical Models of Herding Behaviour for Asian Countries with Confucian Culture  ( Munkh-Ulzii, Massoud Moslehpour, Pham Van Kien)....Pages 464-491
 Forecasting the Growth of Total Debt Service Ratio with ARIMA and State Space Model  (Kobpongkit Navapan, Petchaluck Boonyakunakorn, Songsak Sriboonchitta)....Pages 492-501
 Effect of Macroeconomic Factors on Capital Structure of the Firms in Vietnam: Panel Vector Auto-regression Approach (PVAR)  (Nguyen Ngoc Thach, Tran Thi Kim Oanh)....Pages 502-516
 Emissions, Trade Openness, Urbanisation, and Income in Thailand: An Empirical Analysis  (Rossarin Osathanunkul, Natthaphat Kingnetr, Songsak Sriboonchitta)....Pages 517-535
 Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model  (Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat)....Pages 536-548
 Risk Valuation of Precious Metal Returns by Histogram Valued Time Series  (Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat)....Pages 549-562
 Factors Affecting Consumer Visiting Spa Shop: A Case in Taiwan  (Meng-Chun Susan Shen, I-Tien Chu, Wan-Tran Huang)....Pages 563-572
 The Understanding of Dependent Structure and Co-movement of World Stock Exchanges Under the Economic Cycle  (Songsak Sriboonchitta, Chukiat Chaiboonsri, Jittima Singvejsakul)....Pages 573-589
 The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme  (Wilawan Srichaikul, Woraphon Yamaka, Roengchai Tansuchat)....Pages 590-599
 Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model  (Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta)....Pages 600-612
 Asymmetric Effect with Quantile Regression for Interval-Valued Variables  (Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta)....Pages 613-628
 The Future of Global Rice Consumption: Evidence from Dynamic Panel Data Approach  (Duangthip Sirikanchanarak, Tanaporn Tungtrakul, Songsak Sriboonchitta)....Pages 629-642
 The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand  (Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta, Roengchai Tansuchat)....Pages 643-655
 Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH  (Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta)....Pages 656-669
 Simultaneous Confidence Intervals for All Differences of Means of Normal Distributions with Unknown Coefficients of Variation  (Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong)....Pages 670-682
 Estimating the Value of Cultural Heritage Creativity from the Viewpoint of Tourists  (Phanee Thipwong, Chung-Te Ting, Yu-Sheng Huang, Yun-Zu Chen, Wan-Tran Huang)....Pages 683-691
 A Bibliometric Review of Global Econometrics Research: Characteristics and Trends  (Van-Chien Pham, Man-Ling Chang)....Pages 692-705
 Macro-Econometric Forecasting for During Periods of Economic Cycle Using Bayesian Extreme Value Optimization Algorithm  (Satawat Wannapan, Chukiat Chaiboonsri, Songsak Sriboonchitta)....Pages 706-723
 Forecasting of VaR in Extreme Event Under Economic Cycle Phenomena for the ASEAN-4 Stock Exchange  (Satawat Wannapan, Pattaravadee Rakpuang, Chukiat Chaiboonsri)....Pages 724-736
 Interval Forecasting on Big Data Context  (Berlin Wu)....Pages 737-751
 Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold  (Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta)....Pages 752-766
 Spatial Choice Modeling Using the Support Vector Machine (SVM): Characterization and Prediction  (Yong Yoon)....Pages 767-778
Back Matter ....Pages 779-780