Bayesian non- and semi-parametric methods and applications /

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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 E. (Peter Eric), 1955- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, [2014]
Colección:Econometric and Tinbergen Institutes lectures.
Temas:
Econometrics.
Bayesian statistical decision theory.
Economics, Mathematical.
Économétrie.
Théorie de la décision bayésienne.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Bayesian statistical decision theory
Econometrics
Economics, Mathematical
Ekonometri.
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xiii, 202 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 195-200) and index.
ISBN:9781400850303
1400850304

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