Bayesian Non- And Semi-Parametric Methods and Applications

by Peter E. Rossi

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0691145326
• ISBN13: 9780691145327
• Release Date: April 2014
• Publisher: Princeton University Press
• Length: 224 Pages
• Weight: 0.90 lbs.
• Dimensions: 1.0" x 5.6" x 8.5"