Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2010 None: 7 Formats: PDF 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
