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Bayesian inference in regression with Pearson disturbances

Article ID Journal Published Year Pages File Type
5060370 Economics Letters 2013 5 Pages PDF
Abstract
► We propose new estimation techniques in connection with regression models with Pearson errors. ► Efficient MCMC procedures are proposed in the context of likelihood-based inference. ► The new techniques are applied to four major currencies.
Keywords
C11C46MCMCBayesian inferencePosterior distributionLikelihood function
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Bayesian inference in regression with Pearson disturbances
Authors
Efthymios G. Tsionas,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
C11
C46
MCMC
Bayesian inference
Posterior distribution
Likelihood function
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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