On sampling the degree-of-freedom of Student's-t disturbances
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References listed on IDEAS
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- Seya, Hajime & Tsutsumi, Morito & Yamagata, Yoshiki, 2012. "Income convergence in Japan: A Bayesian spatial Durbin model approach," Economic Modelling, Elsevier, vol. 29(1), pages 60-71.
- Iiboshi, Hirokuni & Nishiyama, Shin-Ichi & Watanabe, Toshiaki, 2006. "An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis," MPRA Paper 85702, University Library of Munich, Germany.
- Hosoe, Nobuhiro & Takagi, Shingo, 2012.
"Retail power market competition with endogenous entry decision—An auction data analysis,"
Journal of the Japanese and International Economies,
Elsevier, vol. 26(3), pages 351-368.
- Nobuhiro Hosoe & Shingo Takagi, 2011. "Retail Power Market Competition with Endogenous Entry Decision-An Auction Data Analysis," GRIPS Discussion Papers 11-01, National Graduate Institute for Policy Studies.
- So, Mike K.P. & Chen, Cathy W.S. & Lee, Jen-Yu & Chang, Yi-Ping, 2008. "An empirical evaluation of fat-tailed distributions in modeling financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 96-108.
- repec:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0027-z is not listed on IDEAS
- James LeSage & Carlos Llano-Verduras, 2014. "Forecasting spatially dependent origin and destination commodity flows," Empirical Economics, Springer, vol. 47(4), pages 1543-1562, December.
More about this item
KeywordsDegree-of-freedom Metropolis-Hastings acceptance-rejection algorithm Student's-t distribution;
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