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Unifying Econometrics: Bridging the Gap between Theory and Practice Print E-mail


Proceedings of the Fourth International Conference of the Thailand Econometric Society (TES2011)




Edited by

Peter Calkins
Pisit Leeahtam
Hung T. Nguyen
Songsak Sriboonchitta
Aree Wiboonpongse
Komsan Suriya
Chaiwat Nimanussornkul
Kunsuda Nimanussornkul

ISBN 978-974-672-665-8

(c) 2012   Chiang Mai School of Economics and the Thailand Econometric Society



Content



 
Overview chapter
 
 
 
 
1.
Unifying econometrics: can we bridge the gap between theory and practice?
1
 
Calkins, Peter
 
 
 
 
Econometric theory
 
 
 
 
2.
Modeling Dependence of Seemingly Unrelated Tobit Model through Copula: A Bayesian Analysis
6
 
Wichitaksorn, Nuttanan and S.T. Boris Choy
 
 
 
3.
Stated Fairness and (Non-)reciprocating Behaviour in the Ultimatum Game
20
 
Shoch, D., Liu Chang, and S. Sriboonchitta
 
 
 
4.
Efficiency Evaluation on Time Management with Fuzzy Data
30
 
Wu, Berlin
 
 
 
 
Financial Econometrics
 
 
 
 
5.
Forecasting of Real Estate Stock Returns on the Stock Exchange of Thailand A State-space Model of Long-Memory Process Approach
40
 
Chaiboonsri, Chukiat, Jittaporn Sriboonjit, Thanes Sriwichailamphan, Songsak Sriboonchitta, and Prasert Chaitip
 
 
 
6.
ETRs of Electronic and Non-Electronic Firms Listed on Taiwan Stock Market: Panel Models with Two-sided Censoring
51
 
Chen, Mei-yuan, Peiyong Gao, Yao-shih Hsienh
 
 
 
7.
The customer value and performance of customer relationship management of bills bank: The example of Mega bills companies
61
 
Wu, Tain-Fung, Chi-Hsiang Ting
 
 
 
8.
The incentive contract of diversification and angel investment: An analytical framework based on the principal-agent relationship
74
 
Li Cuiling and Tian Cunzhi
 
 
 
 
 
 
 
 
 
Development Econometrics
 
 
 
 
9.
Dynamic causal relationships among macroeconomic variables in developing economies: a panel co-integration/vector correction approach
83
 
Chinnakum,Warattaya, Songsak Sriboonchitta, and Peter Calkins
 
 
 
10.
How Democratic Transitions Affect the Saving-Investment Correlation: Evidence from Taiwan
103
 
Lin, Kenneth S.
 
 
 
11.
The impacts of cyclone Nargis on relative and absolute poverty in the Irrawaddy Delta, Myanmar
125
 
Ngu Wah Win, Peter Calkins, and Daniel Schoch
 
 
 
12.
Do 5-year plans do any good?: Evidence from Thailand 1979-2010
143
 
Promprasert , Wannipa, Patcha Chaikitmongkol, and Peter Calkins
 
 
 
 
Marketing Econometrics
 
 
 
 
13.
Factors considered by fruit consumers through group-buying channels in Taiwan
155
 
 
Huang Wan-Tran, Joung-Yol Lin, and Chun-Yu Chien
 
 
 
14.
Interrelationships between consumer decision making and consumer confidence for domestic fruit group-buying in Taiwan
169
 
Huang, Wan-Tran, Joung-Yol Lin, and Chun-Yu Chien
 
 
 
15.
Factors in manager vs customer choice of supermarket location in Taiwan
179
 
Huang Wan-Tran, Shieh-Liang Chen, and Mei-Hsiang Yang
 
 
 
16.
World Financial Crisis vs. Customer Satisfaction on Financial Products and Services: An Empirical Study of the Mongolian Banking Industry
188
 
Lin, Joung-Yol, Wan-Tran Huang, Munkh-Ulzii Batmunkh, Saruultuya Tsendsuren, Amrita Batchulum
 
 
 
 
Tourism Econometrics
 
 
 
 
17.
Exploring the sustainable development for tourism destination by applying an ecological footprint
205
 
Chen, Han-Shen, Ya-Hsuan, Hsu, and Tsuifang Hsieh
 
 
 
18.
Forecasting of International Tourists’ Expenditure in Thailand: Using ARFIMAX and ARFIMAX-GARCH Approach
220
 
Sriboonchitta S., Sriboonjit J., Chokethaworn K., Chaitip P., and Chaiboonsri C.
 
 
 
 
 
 
 
 
 
 
19.
Factors influencing the intention to purchase an innovative tourism service for learning Northern Thai intellectualities using a conditional Logit model
233
 
Srichoochart, Siriporn and Komsan Suriya
 
 
 
20.
Binary Logit analysis of souvenir design preferences by international tourists to Northern Thailand
239
 
Suriya,Komsan and Siriporn Srichoochart
 
 
 
 
Environmental Econometrics
 
 
 
 
21.
Air Pollution Uncertainty Modelling based on urban API: a case of Beijing, China
247
 
He, Zhanqiong and Songsak Sriboonchitta
 
 
 
22.
The impact of population on CO2 emissions: Provincial panel evidence from Thailand
258
 
Pastpipatkul, Pathairat and Nisit Panthamit




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