An Empirical Confirmation of the Superior Performance of MIDAS over ARIMAX. - Tanaporn Tungtrakul; Natthaphat Kingnetr; Songsak Sriboonchitta (IUKM, 2016)

Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models. - Natthaphat Kingnetr; Tanaporn Tungtrakul; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand? - Tanaporn Tungtrakul; Natthaphat Kingnetr; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand. - Natthaphat Kingnetr; Tanaporn Tungtrakul; Songsak Sriboonchitta (Predictive Econometrics and Big Data, 2018)

Emissions, Trade Openness, Urbanisation, and Income in Thailand: An Empirical Analysis. - Rossarin Osathanunkul; Natthaphat Kingnetr; Songsak Sriboonchitta (Predictive Econometrics and Big Data, 2018)

Income Risk Across Industries in Thailand: A Pseudo-Panel Analysis. - Natthaphat Kingnetr; Supanika Leurcharusmee; Jirakom Sirisrisakulchai; Songsak Sriboonchitta (ECONVN, 2019)

Thailand's Household Income Inequality Revisited: Evidence from Decomposition Approaches. - Natthaphat Kingnetr; Supanika Leurcharusmee; Songsak Sriboonchitta (Structural Changes and their Econometric Modeling, 2019)