LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution
Computes the log density function for a multivariate skew-t distribution. Bauwens & Laurent(2005), "A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models," JBES, vol 23, pp 346-354.
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