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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rossi, Peter (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, [2014]
Edición:Course Book
Colección:The Econometric and Tinbergen Institutes Lectures
Temas:
Bayesian statistical decision theory.
Econometrics.
Economics, Mathematical.
BUSINESS & ECONOMICS / Economics / Theory.
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Contents
  • Preface
  • 1. Mixtures of Normals
  • 2. Dirichlet Process Prior and Density Estimation
  • 3. Non-parametric Regression
  • 4. Semi-parametric Approaches
  • 5. Random Coefficient Models
  • 6. Conclusions and Directions for Future Research
  • Bibliography
  • Index

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