Posterior inference on the degrees of freedom parameter in multivariate-t regression models

C-Tier

Journal: Economics Letters

Year: 1991

Volume: 37

Issue: 4

Pages: 391-397

Authors (3)

Chib, Siddharta (not in RePEc) Osiewalski, Jacek (Uniwersytet Ekonomiczny w Krak...) Steel, Mark F. J. (University of Warwick)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count