Bayesian Inference in the Non-Central Student-T Model
AbstractThe paper takes up Basesian inference in linear models with disturbances from a non-central Student-t distribution.
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Bibliographic InfoPaper provided by Athens University of Economics and Business in its series DEOS Working Papers with number 119.
Length: 19 pages
Date of creation: 2000
Date of revision:
ECONOMIC MODELS ; STATISTICS;
Other versions of this item:
- Tsionas, E.G., 2000. "Bayesian Inference in the Non-Central Student-T Model," Athens University of Economics and Business 119, Athens University of Economics and Business, Department of International and European Economic Studies.
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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