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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