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Bayesian Inference in the Non-Central Student-T Model

E.G. Tsionas

Athens University of Economics and Business from Athens University of Economics and Business, Department of International and European Economic Studies

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

Keywords: ECONOMIC MODELS; STATISTICS (search for similar items in EconPapers)
JEL-codes: C10 C15 (search for similar items in EconPapers)
Date: 2000

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Handle: RePEc:fth:athebu:119