Hi,
I conduct a panel data estimation and obtain estimators for two of the
coefficients beta1 and beta2. R tells me the mean and covariance of the
distribution of (beta1, beta2). Now I would like to find the distribution
of the quotient beta1/beta2, and one way to do it is to simulate via the
joint distribution (beta1, beta2), where both beta1 and beta2 follow t
distribution.
How could we generate a joint t distrubuition in R?
Thanks
Miao
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