## Abstract We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated m
β¦ LIBER β¦
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student- errors, and its application for forecasting
β Scribed by Arnold Zellner; Tomohiro Ando
- Book ID
- 113648093
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 799 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0169-2070
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their results. As we have discussed with the authors, we believe that there remains much useful work to be done to evaluate the estimator and to determine how and where it should be use (Schoenfeld, personal communication). We also think that, in the absence of censoring, situations where the new te