Bayesian Non- and Semi-parametric Methods and Applications:
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Bibliographic Details
Main Author: Rossi, Peter (Author)
Format: Electronic eBook
Language:English
Published: Princeton Princeton University Press 2014
Series:The Econometric and Tinbergen Institutes Lectures
Subjects:
Online Access:DE-1043
DE-1046
DE-858
DE-859
DE-860
DE-473
DE-739
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Item Description:Description based upon print version of record
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
Physical Description:1 Online-Ressource (219 p)
ISBN:9781400850303
DOI:10.1515/9781400850303

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