AUT City Campus
Private Bag 92006
Auckland, 1142
New Zealand
Auckland University of Technology
Markov chain Monte Carlo, Data augmentation, U.S. medical expenses, Thai wage earnings income
Skew Distributions, Mixture of Scaled Normals, Parametric Quantile Regression, Markov Chain Monte Carlo, Capital Asset Pricing Model
Elliptical Copulas, Scale Mixtures of Normal, Markov Chain Monte Carlo, Capital Asset Pricing Model, Seemingly Unrelated Tobit Model
Bayesian analysis, Griddy Gibbs, Parallel computing, Markov chain Monte Carlo
Markov chain Monte Carlo, Multivariate analysis, Matrix-variate normal distribution, Autoregression
Thai macroeconomic data, mixed-frequency, forecasting, vector autoregression, COVID-19
COVID-19 pandemic, asymmetric GARCH, ICAPM, mixture distribution, generalized Pareto distribution, Markov chain Monte Carlo
Electricity price forecasting, New Zealand electricity market, Markov regime-switching model, Extreme value theory, Generalized Pareto distribution
