Nuttanan Wichitaksorn

Auckland University of Technology

AUT City Campus

Private Bag 92006

Auckland, 1142

New Zealand

University of Canterbury

Ilam Road

Christchurch 8140

New Zealand

Thailand Development Research Institute

Bangkok

Thailand

SCHOLARLY PAPERS

5

DOWNLOADS

662

CITATIONS

0

Scholarly Papers (5)

1.

Estimation of Bivariate Copula-Based Seemingly Unrelated Tobit Models

Number of pages: 28 Posted: 02 Aug 2012
Nuttanan Wichitaksorn
Auckland University of Technology
Downloads 216 (140,306)

Abstract:

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Markov chain Monte Carlo, Data augmentation, U.S. medical expenses, Thai wage earnings income

2.

A Generalized Class of Skew Distributions and Parametric Quantile Regression Models

Number of pages: 43 Posted: 02 Aug 2012 Last Revised: 20 Sep 2012
Nuttanan Wichitaksorn
Auckland University of Technology
Downloads 200 (150,754)

Abstract:

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Skew Distributions, Mixture of Scaled Normals, Parametric Quantile Regression, Markov Chain Monte Carlo, Capital Asset Pricing Model

3.

Efficient Estimation of Some Elliptical Copula Regression Models through Scale Mixtures of Normal

Number of pages: 49 Posted: 07 Aug 2012
Nuttanan Wichitaksorn, Richard H. Gerlach and Boris Choy
Auckland University of Technology, University of Sydney and University of Sydney Business School
Downloads 132 (215,438)

Abstract:

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Elliptical Copulas, Scale Mixtures of Normal, Markov Chain Monte Carlo, Capital Asset Pricing Model, Seemingly Unrelated Tobit Model

4.

Bayesian Parallel Computation for Intractable Likelihood Using Griddy-Gibbs Sampler

Number of pages: 13 Posted: 05 Dec 2013
Nuttanan Wichitaksorn and Boris Choy
Auckland University of Technology and University of Sydney Business School
Downloads 96 (270,510)

Abstract:

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Bayesian analysis, Griddy Gibbs, Parallel computing, Markov chain Monte Carlo

5.

Analyzing Multiple Vector Autoregressions Through Matrix-Variate Normal Distribution with Two Covariance Matrices

Number of pages: 27 Posted: 09 Nov 2017
Nuttanan Wichitaksorn
Auckland University of Technology
Downloads 18 (530,340)

Abstract:

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Markov chain Monte Carlo, Multivariate analysis, Matrix-variate normal distribution, Autoregression