On Bayesian Modelling of Fat Tails and Skewness

C. Fernández and Mark Steel

No 1996-58, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Bayesian statistics; linear regression model (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (53)

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Working Paper: On Bayesian Modelling of Fat Tails and Skewness (1996)
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