Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Formats:
ZIP
PDF
TXT
Publication Year:
2010
Journals:
Journal of Applied Econometrics
Miguel A. Juárez
;
Mark F. J. Steel
Non-Gaussian dynamic Bayesian modelling for panel data (replication data)
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...
DOI:10.15456/jae.2022320.0720611934
TXT
m
mat
PDF
ZIP
