Bayesian Inference in Generalized Error and Generalized Student-tRegression Models

DOI10.1080/03610920701653151zbMath1318.62093OpenAlexW2123258349MaRDI QIDQ5457969

Efthymios G. Tsionas

Publication date: 10 April 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701653151

zbMATH Keywords

Monte Carlo methodslinear modelBayesian inferenceexchange ratesindirect inferencegeneralized error distributiongeneralized \(t\) distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

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