bs.m
Creators:
Miguel A. Juárez
;
Mark F. J. Steel
From the dataset abstract
A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus allowing...
Source: Non-Gaussian dynamic Bayesian modelling for panel data (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/93769fe0-d1b5-4ab9-a299-41cc6e8655f9/resource/485d92c6-e6b9-4d1a-afab-85d2c7aeb703/download/bs.m |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
