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About
Overview
Pipat is an applied statistician. His core research focus is on the development and application of statistical techniques for analyzing economic, financial, environmental and health data. His works focus on various areas of statistics and data science, including Nonparametric and Semiparametric Statistics, Spatial Econometrics, and Functional Data Analysis.
Qualifications
- PhD Statistics, University of Western Australia, Australia
Publications
Publications by category
Chapter
- Kim, N., Wongsa-art, P. and Bateman, I.J. (2023). A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data. Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications (pp. 291-317). Emerald Publishing Limited. ISBN 9781837532131.
Journal articles (8)
- Kim, N., Wongsa-art, P. and Xia, Y. (2024). A dynamic count process. Journal of Statistical Planning and Inference, 233. doi:10.1016/j.jspi.2024.106187
- Wongsa-art, P., Kim, N., Xia, Y. and Moscone, F. (2024). Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. Regional Science and Urban Economics, 106. doi:10.1016/j.regsciurbeco.2024.104009
- Wongsa-art, P. and Xia, Y. (2022). Functional time series approach to analyzing asset returns co-movements. Journal of Econometrics, 229(1), pp. 127-151. doi:10.1016/j.jeconom.2020.11.012
- Gao, J., Kim, N. and Saart, P.W. (2020). On endogeneity and shape invariance in extended partially linear single index models. Econometric Reviews, 39(4), pp. 415-435. doi:10.1080/07474938.2019.1682313
- Jiang, H., Saart, P.W. and Xia, Y. (2016). Asymmetric conditional correlations in stock returns. The Annals of Applied Statistics, 10(2). doi:10.1214/16-aoas924
- Gao, J., Kim, N.H. and Saart, P.W. (2015). A misspecification test for multiplicative error models of non-negative time series processes. Journal of Econometrics, 189(2), pp. 346-359. doi:10.1016/j.jeconom.2015.03.028
- Saart, P.W., Gao, J. and Allen, D.E. (2015). Semiparametric Autoregressive Conditional Duration Model: Theory and Practice. Econometric Reviews, 34(6-10), pp. 849-881. doi:10.1080/07474938.2014.956594
- Saart, P., Gao, J. and Kim, N.H. (2014). Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics, 26(1), pp. 141-169. doi:10.1080/10485252.2013.840724
Working paper
- Wongsaart, P. and Gao, J. Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model.