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~isPartOf:"Discussion Paper / Tilburg University, Center for Economic Research"
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linear regression model
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On Bayesian Modelling of Fat Tails and Skewness
Fernández, C.
;
Steel, M.F.J.
-
Tilburg University, Center for Economic Research
-
1996
linear
regression
model
with a skewed Student error term is the main focus of the paper: we first characterize existence of …
Persistent link: https://www.econbiz.de/10011092825
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Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown
Magnus, Jan R.
;
Banerjee, A.N.
-
Tilburg University, Center for Economic Research
-
1996
Persistent link: https://www.econbiz.de/10011091495
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