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Bayesian Inference in the Non-Central Student-T Model

Author

Listed:
  • Tsionas, E.G.

Abstract

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

Suggested Citation

  • 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.
  • Handle: RePEc:fth:athebu:119
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    Keywords

    ECONOMIC MODELS ; STATISTICS;

    JEL classification:

    • 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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