Beyond Traditional Probabilistic Methods in Econometrics - Trang 3-21 - 2019
Nguyen, Hung T., Trung, Nguyen Duc, Thach, Nguyen Ngoc
We elaborate on various uncertainty calculi in current research efforts to improve empirical econometrics. These consist essentially of considering appropriate non additive (and non commutative) probabilities, as well as taking into account economic data which...
A Closer Look at the Modeling of Economics Data - Trang 100-112 - 2019
Nguyen, Hung T., Thach, Nguyen Ngoc
By taking a closer look at the traditional way we used to proceed to conduct empirical research in economics, especially in using “traditional” proposed models for economical dynamics, we elaborate on current efforts to improve its research methodology....
Quantum Ideas in Economics Beyond Quantum Econometrics - Trang 146-151 - 2018
Kreinovich, Vladik, Nguyen, Hung T., Sriboonchitta, Songsak
It is known that computational methods developed for solving equations of quantum physics can be successfully applied to solve economic problems; there is a whole related research area called quantum econometrics. Current quantum econometrics techniques are based on...
The Replacement for Hypothesis Testing - Trang 3-17 - 2019
Briggs, William M., Nguyen, Hung T., Trafimow, David
Classical hypothesis testing, whether with p-values or Bayes factors, leads to over-certainty, and produces the false idea that causes have been identified via statistical methods. The limitations and abuses of in particular p-values are so well known and by now so...
The Seasonal Affective Disorder Cycle on the Vietnam’s Stock Market - Trang 873-885 - 2019
Thach, Nguyen Ngoc, Van Le, Nguyen, Van Diep, Nguyen
In this study, the authors used the TGARCH(1,1) model according to three different distribution patterns: normal distribution (Gaussian distribution), Student-t distribution, and generalized error distribution (GED) to analyze the effect of Seasonal Affective...
Modeling Extremal Events Is Not Easy: Why the Extreme Value Theorem Cannot Be As General As the Central Limit Theorem - Trang 123-133 - 2017
Kreinovich, Vladik, Nguyen, Hung T., Sriboonchitta, Songsak, Kosheleva, Olga
In many real-life situations, a random quantity is a joint result of several independent factors, i.e., a sum of many independent random variables. The description of such sums is facilitated by the Central Limit Theorem, according to which, under reasonable...
Mercury Retrograde and Stock Market Returns in Vietnam - Trang 303-313 - 2019
Thach, Nguyen Ngoc, Van Diep, Nguyen
The article analyses the impact of the phenomenon of Mercury retrograde on Vietnam stock market returns. With the data as daily closing price of VN-Index collected by Ho Chi Minh City Stock Exchange (HOSE) for the 2002–2017 period, the authors estimate...