Frontier of Econometrics Time Series Analysis in ICT's Stock Market of Thailand: Maximum Entropy Bootstrap Approach.

摘要

Maximum Entropy Bootstrap proposed by Vinod and Lacalle (2009) was tested in the Stock Exchange of Thailand(SET) to demonstrate an influence significant relationship with three companies listed in the Technology Industry Group, Information & Communication Technology (ICT) Sector during period of 2008-2012(daily data). From statistical relationship, can easily be overwhelmed by computed forces far more powerful than the past statistical procedures. The study found the exact boundaries of an influence significant relationship indicated the reason to believe Maximum Entropy Bootstrap newer, wiser, and more powerful than conventional statistics are. The progress of Maximum Entropy Bootstrap through the past many years is quantitatively reviewed, for the first time used with the Stock Exchange of Thailand (SET). Probabilistic capability and coverage density function are both found to fix the problem especially the case of time series econometrics model estimation.