Bayesian non- and semi-parametric methods and applications /
This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available,...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
[2014]
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| Online Access: |
Full text (MFA users only) |
| ISBN: | 9781400850303 1400850304 |
| Local Note: | ProQuest Ebook Central |
| Summary: | This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number. |
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| Physical Description: | 1 online resource (xiii, 202 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 195-200) and index. |
| Language Note: | English. |
| Series: | Econometric and Tinbergen Institutes lectures.
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| Library Staff: | View instance in FOLIO |