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Structural Changes and their Econometric Modeling

  • Conference proceedings
  • © 2019

Overview

Editors:
  1. Vladik Kreinovich

    1. Department of Computer Science, University of Texas at El Paso, El Paso, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Songsak Sriboonchitta

    1. Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • Presents recent research on predictive econometrics and big data
  • Introduces readers to the theoretical foundations and applications
  • Written by respected experts in the field
  • Features edited papers presented at the 12th International Conference of the Thailand Econometric Society (TES2019), held in Chiang Mai, Thailand, on January 9–11, 2019

Part of the book series: Studies in Computational Intelligence (SCI, volume 808)

Included in the following conference series:

Conference proceedings info: TES 2019.

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Table of contents (57 papers)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. General Theory

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. The Replacement for Hypothesis Testing

      • William M. Briggs, Hung T. Nguyen, David Trafimow
      Pages 3-17

    3. On Quantum Probability Calculus for Modeling Economic Decisions

      • Hung T. Nguyen, Songsak Sriboonchitta, Nguyen Ngoc Thach
      Pages 18-34

    4. My Ban on Null Hypothesis Significance Testing and Confidence Intervals

      • David Trafimow
      Pages 35-48

    5. Kalman Filter and Structural Change Revisited: An Application to Foreign Trade-Economic Growth Nexus

      • Omorogbe Joseph Asemota
      Pages 49-62

    6. Statisticians Should Not Tell Scientists What to Think

      • Donald Bamber
      Pages 63-82

    7. Bayesian Modelling Structural Changes on Housing Price Dynamics

      • Hong Than-Thi, Manh Cuong Dong, Cathy W. S. Chen
      Pages 83-104

    8. Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model

      • Sangyeol Lee
      Pages 105-115

    9. The Quantum Formalism in Social Science: A Brief Excursion

      • Emmanuel Haven
      Pages 116-123

    10. How Annualized Wavelet Trading “Beats” the Market

      • Lanh Tran
      Pages 124-137

    11. Flexible Constructions for Bivariate Copulas Emphasizing Local Dependence

      • Xiaonan Zhu, Qingsong Shan, Suttisak Wisadwongsa, Tonghui Wang
      Pages 138-151

    12. Desired Sample Size for Estimating the Skewness Under Skew Normal Settings

      • Cong Wang, Tonghui Wang, David Trafimow, Hunter A. Myüz
      Pages 152-162

    13. Why the Best Predictive Models Are Often Different from the Best Explanatory Models: A Theoretical Explanation

      • Songsak Sriboonchitta, Luc Longpré, Vladik Kreinovich, Thongchai Dumrongpokaphan
      Pages 163-171

    14. Algorithmic Need for Subcopulas

      • Thach Ngoc Nguyen, Olga Kosheleva, Vladik Kreinovich, Hoang Phuong Nguyen
      Pages 172-181

    15. How to Take Expert Uncertainty into Account: Economic Approach Illustrated by Pavement Engineering Applications

      • Edgar Daniel Rodriguez Velasquez, Carlos M. Chang Albitres, Thach Ngoc Nguyen, Olga Kosheleva, Vladik Kreinovich
      Pages 182-190

    16. Quantum Approach Explains the Need for Expert Knowledge: On the Example of Econometrics

      • Songsak Sriboonchitta, Hung T. Nguyen, Olga Kosheleva, Vladik Kreinovich, Thach Ngoc Nguyen
      Pages 191-199

  3. Applications

    1. Front Matter

      Pages 201-201
      Download chapter PDF

    2. Monetary Policy Shocks and Macroeconomic Variables: Evidence from Thailand

      • Popkarn Arwatchanakarn
      Pages 203-219

    3. Thailand’s Household Income Inequality Revisited: Evidence from Decomposition Approaches

      • Natthaphat Kingnetr, Supanika Leurcharusmee, Songsak Sriboonchitta
      Pages 220-234
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  1. Structural Changes and their Econometric Modeling

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About this book

This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing improvements to the existing before-structural-changes models, making it easier to later on combine these models with techniques describing structural changes. The book also includes related theoretical developments and practical applications of the resulting techniques to economic problems.

Most traditional mathematical models of economic processes describe how the corresponding quantities change with time. However, in addition to such relatively smooth numerical changes, economical phenomena often undergo more drastic structural change. Describing such structural changes is not easy, but it is vital if we want to have a more adequate description of economic phenomena – and thus, more accurate and more reliable predictions and a better understanding on how best to influence the economic situation.

Editors and Affiliations

  • Department of Computer Science, University of Texas at El Paso, El Paso, USA

    Vladik Kreinovich

  • Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    Songsak Sriboonchitta

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