Pathairat Pastpipatkul

According to our database, Pathairat Pastpipatkul authored at least 27 papers between 2013 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Value at Risk of SET Returns Based on Bayesian Markov-Switching GARCH Approach.

Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand.

Nartrudee Sapsaad, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Value at Risk of the Stock Market in ASEAN-5.

Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

2018

Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold.

Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

Forecasting Thailand's Exports to ASEAN with Non-linear Models.

Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency.

Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM.

Karn Thamprasert, Pathairat Pastpipatkul, Woraphon Yamaka

Proceedings of the Econometrics for Financial Applications, 2018

Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Econometrics for Financial Applications, 2018

Price Transmission Mechanism for Natural Gas in Thailand.

Natnicha Nimmonrat, Pathairat Pastpipatkul, Woraphon Yamaka, Paravee Maneejuk

Proceedings of the Econometrics for Financial Applications, 2018

2017

A Generalized Information Theoretical Approach to Non-linear Time Series Model.

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul

Proceedings of the Robustness in Econometrics, 2017

Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model.

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression.

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Gravity Model of Trade with Linear Quantile Mixed Models Approach.

Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

2016

Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching.

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing.

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

Effect of Quantitative Easing on ASEAN-5 Financial Markets.

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

Seemingly Unrelated Regression Based Copula: An Application on Thai Rice Market.

Pathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.

Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

The Best Copula Modeling of Dependence Structure Among Gold, Oil Prices, and U.S. Currency.

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

Thailand's Export and ASEAN Economic Integration: A Gravity Model with State Space Approach.

Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

Economic Growth and Income Inequality: Evidence from Thailand.

Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

2015

Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model.

Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines.

Pathairat Pastpipatkul, Woraphon Yamaka, Aree Wiboonpongse, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Impacts of Quantitative Easing Policy of United States of America on Thai Economy by MS-SFABVAR.

Pathairat Pastpipatkul, Warawut Ruankham, Aree Wiboonpongse, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Welfare Measurement on Thai Rice Market: A Markov Switching Bayesian Seemingly Unrelated Regression.

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

2013

Factors affecting economic output in developed countries: A copula approach to sample selection with panel data.

Warattaya Chinnakum, Songsak Sriboonchitta, Pathairat Pastpipatkul

Int. J. Approx. Reason., 2013