Uncertainty Analysis in Econometrics with Applications

Proceedings of the Sixth International Conference of the Thailand Econometric Society TES'2013

  • Van-Nam Huynh
  • Vladik Kreinovich
  • Songsak Sriboonchitta
  • Komsan Suriya
Conference proceedings

Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 200)

Table of contents

  1. Front Matter
    Pages 1-15
  2. Keynote Addresses

    1. Front Matter
      Pages 1-1
    2. Luiz Renato Lima, Breno Neri
      Pages 17-30
  3. Fundamental Theory

    1. Front Matter
      Pages 31-31
    2. Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
      Pages 79-90
    3. Christian Gourieroux, Joann Jasiak
      Pages 91-118
    4. Sangyeol Lee, Siyun Park
      Pages 119-128
    5. Cathy W. S. Chen, Edward M. H. Lin, Yi-Ru Lin
      Pages 141-154
    6. Baokun Li, Tonghui Wang, Weizhong Tian
      Pages 155-167
  4. Applications

    1. Front Matter
      Pages 169-169
    2. Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri
      Pages 255-267
    3. Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta
      Pages 269-281
    4. Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese
      Pages 295-305
    5. Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He
      Pages 307-318
  5. Back Matter
    Pages 0--1

About these proceedings


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.


Economtetric Society Intelligent Systems Maximum Entropy Econometrics

Editors and affiliations

  • Van-Nam Huynh
    • 1
  • Vladik Kreinovich
    • 2
  • Songsak Sriboonchitta
    • 3
  • Komsan Suriya
    • 4
  1. 1.Science and Technology, School of Knowledge ScienceJapan Advanced Institute ofIshikawaJapan
  2. 2., Department of Computer ScienceUniversity of Texas at El PasoEl PasoUSA
  3. 3., Faculty of EconomicsChiang Mai UniversityChinag MaiThailand
  4. 4., Faculty of EconomicsChiang Mai UniversityChinag MaiThailand

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2013
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Engineering Engineering (R0)
  • Print ISBN 978-3-642-35442-7
  • Online ISBN 978-3-642-35443-4
  • Series Print ISSN 2194-5357
  • Series Online ISSN 2194-5365
  • Buy this book on publisher's site
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