Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting

International Journal of Forecasting

Volumn 26, Issue 2, 2010, Pages 413-434

  Zellner, Arnold ^a   Ando, Tomohiro ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b KEIO UNIVERSITY   (Japan)

Author keywords

Direct Monte Carlo; Heavy tail behavior; Importance sampling; Markov chain Monte Carlo

Indexed keywords

EID: 77649270010     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2009.12.012     Document Type: Article

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