Browsing by Author Woraphon Yamaka

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Showing results 107 to 119 of 119 < previous 
Issue DateTitleAuthor(s)
1-Jan-2017The sample selection model: Application on the farmers’ decision of rice acreageWoraphon Yamaka; Chaowana Phetcharat; Nattamon Teerakul; Thaya Navanugraha
1-Jan-2020Significance test for linear regression: how to test without P-values?Paravee Maneejuk; Woraphon Yamaka
1-Jan-2015Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the PhilippinesPathairat Pastpipatkul; Woraphon Yamaka; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2021Support Vector Machine-Based GARCH-type Models: Evidence from ASEAN-5 Stock MarketsWoraphon Yamaka; Wilawan Srichaikul; Paravee Maneejuk
1-Jan-2019Symbol-triple distance of repeated-root constacyclic codes of prime power lengthsHai Q. Dinh; Sampurna Satpati; Abhay Kumar Singh; Woraphon Yamaka
1-Jan-2017Threshold regression for modeling symbolic interval dataPanisara Phochanachan; Pathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018Time-varying beta estimation in CAPM under the regime-switching ModelRoengchai Tansuchat; Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2019Time-varying spillover effect among oil price and macroeconomic variablesWorrawat Saijai; Woraphon Yamaka; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2021Variable Selection and Estimation in Kink Regression ModelWoraphon Yamaka
1-Jan-2018Volatility Jump Detection in Thailand Stock MarketSaowaluk Duangin; Woraphon Yamaka; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2017Welfare measurement on Thai rubber marketPanisara Phochanachan; Pathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018Which quantile is the most informative? Markov switching quantile model with unknown quantile levelPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Sep-2020Why the use of convex combinations works well for interval data: A theoretical explanationRungrapee Phadkantha; Woraphon Yamaka