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|a Rossi, Peter E.
|q (Peter Eric),
|d 1955-
|e author.
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|a Bayesian non- and semi-parametric methods and applications /
|c Peter E. Rossi.
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|a Princeton :
|b Princeton University Press,
|c [2014]
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|c ©2014
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|a 1 online resource (xiii, 202 pages) :
|b illustrations
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
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|a The econometric and tinbergen institutes lectures
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|a Includes bibliographical references (pages 195-200) and index.
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|a Print version record.
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|a 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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|a 1.1. Finite Mixture of Normals Likelihood Function -- 1.2. Maximum Likelihood Estimation -- 1.3. Bayesian Inference for the Mixture of Normals Model -- 1.4. Priors and the Bayesian Model -- 1.5. Unconstrained Gibbs Sampler -- 1.6. Label-Switching -- 1.7. Examples -- 1.8. Clustering Observations -- 1.9. Marginalized Samplers -- \
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|a 2.1. Dirichlet Processes-A Construction -- 2.2. Finite and Infinite Mixture Models -- 2.3. Stick-Breaking Representation -- 2.4. Polya Urn Representation and Associated Gibbs Sampler -- 2.5. Priors on DP Parameters and Hyper-parameters -- 2.6. Gibbs Sampler for DP Models and Density Estimation -- 2.7. Scaling the Data -- 2.8. Density Estimation Examples.
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|a 3.1. Joint vs. Conditional Density Approaches -- 3.2. Implementing the Joint Approach with Mixtures of Normals -- 3.3. Examples of Non-parametric Regression Using Joint Approach -- 3.4. Discrete Dependent Variables -- 3.5. An Example of Expenditure Function Estimation.
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|a 4.1. Semi-parametric Regression with DP Priors -- 4.2. Semi-parametric IV Models.
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|a 5.1. Introduction -- 5.2. Semi-parametric Random Coefficient Logit Models -- 5.3. An Empirical Example of a Semi-parametric Random Coefficient Logit Model.
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|a 6.1. When Are Non-parametric and Semi-parametric Methods Most Useful? -- 6.2. Semi-parametric or Non-parametric Methods? -- 6.3. Extensions.
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|a English.
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|a JSTOR
|b Books at JSTOR All Purchased
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|a JSTOR
|b Books at JSTOR Demand Driven Acquisitions (DDA)
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|a JSTOR
|b Books at JSTOR Evidence Based Acquisitions
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|a Econometrics.
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|a Bayesian statistical decision theory.
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|a Economics, Mathematical.
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|a Économétrie.
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|a Théorie de la décision bayésienne.
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|a BUSINESS & ECONOMICS
|x Economics
|x General.
|2 bisacsh
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|a Bayesian statistical decision theory.
|2 fast
|0 (OCoLC)fst00829019
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|a Econometrics.
|2 fast
|0 (OCoLC)fst00901574
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|a Economics, Mathematical.
|2 fast
|0 (OCoLC)fst00902260
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|a Ekonometri.
|2 sao
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|i Print version:
|a Rossi, Peter E. (Peter Eric), 1955-
|t Bayesian non- and semi-parametric methods and applications
|z 9780691145327
|w (DLC) 2013038609
|w (OCoLC)859168674
|
830 |
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|a Econometric and Tinbergen Institutes lectures.
|
856 |
4 |
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|u https://jstor.uam.elogim.com/stable/10.2307/j.ctt5hhrfp
|z Texto completo
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