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Bayesian Inference in the Non-Central Student-T Model

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Author Info
Tsionas, E.G.
Abstract

The paper takes up Basesian inference in linear models with disturbances from a non-central Student-t distribution.

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Publisher Info
Paper provided by Athens University of Economics and Business, Department of International and European Economic Studies in its series Athens University of Economics and Business with number 119.

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Length: 19 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:athebu:119

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Postal: Athens University of Economics and Business, Department of International and European Economic Studies. Parission 76, Athens Greece 10434
Phone: +30 1 8203250
Fax: +301 8228419
Web page: http://www.aueb.gr/
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Related research
Keywords: ECONOMIC MODELS ; STATISTICS;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

Statistics
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This page was last updated on 2009-12-16.


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