Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 7 Volumes: 25 Formats: m Miguel A. Juárez ; Mark F. J. Steel Non-Gaussian dynamic Bayesian modelling for panel data (replication data) A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus... TXT m mat PDF ZIP