Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting
Year of publication: |
2010
|
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Authors: | Zellner, Arnold ; Ando, Tomohiro |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 2, p. 413-434
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Subject: | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
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