Monte Carlo inference in econometric models with symmetric stable disturbances

Journal of Econometrics

Volumn 88, Issue 2, 1998, Pages 365-401

  Tsionas, Efthymios G ^a  

^a Ministry of Economy and Finance Greece   (Greece)

Author keywords

Bayesian inference; Difference stationarity; Exchange rate models; Markov chain Monte Carlo; Stable distributions

Indexed keywords

EID: 0346940040     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00039-6     Document Type: Article

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