Bayesian inference in regression with Pearson disturbances

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 1
Pages: 177-181

Authors (1)

Tsionas, Efthymios G. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

In this paper we propose new estimation techniques in connection with regression models whose errors have distributions which are members of the celebrated Pearson’s system. Efficient MCMC procedures are proposed in the context of likelihood—based inference. The new techniques are applied to four major currencies.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:1:p:177-181
Journal Field
General
Author Count
1
Added to Database
2026-01-29