Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/57540
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dc.contributor.authorPhachongchit Tibprasornen_US
dc.contributor.authorParavee Maneejuken_US
dc.contributor.authorSongsak Sriboochittaen_US
dc.date.accessioned2018-09-05T03:45:25Z-
dc.date.available2018-09-05T03:45:25Z-
dc.date.issued2017-01-01en_US
dc.identifier.issn16860209en_US
dc.identifier.other2-s2.0-85039719677en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039719677&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/57540-
dc.description.abstract© 2017 by the Mathematical Association of Thailand. All rights reserved. This study aims at exploring the use of generalized maximum entropy for estimating the unknown parameters in macroeconomic panel data models with two special concerns. First, the macroeconomic empirical panel studies usually face to a problem of data limitations, where the exiting estimation methods are often hard to get a significant results. Hence, we consider the GME estimator as one of the effective solutions for this problem. Second, there is often a discontinuity found in a relationship between explanatory and response variables in the macroeconomic studies. Therefore, in this study, the panel regression kink design based on the GME estimator is proposed for examining a discontinuous slope of the relationship between variables especially when the data is limited. The performance of the proposed method is evaluated through simulation study and later in the empirical analysis of the foreign direct investment. Both experiments showed a satisfiable performance of the model as well as the considered estimation technique.en_US
dc.subjectMathematicsen_US
dc.titleGeneralized information theoretical approach to panel regression kink modelen_US
dc.typeJournalen_US
article.title.sourcetitleThai Journal of Mathematicsen_US
article.volume15en_US
article.stream.affiliationsRajamangala University of Technology Lannaen_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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