Bayesian non- and semi-parametric methods and applications / Peter E. Rossi.
Material type:
TextSeries: The Econometric and Tinbergen Institutes lecturesPublication details: Princeton : Princeton University Press, c2014.Description: xiii, 202 p. : illustrations ; 22 cmISBN: - 9780691145327 (hardcover : alk. paper)
- 000SB:330 23 R833
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SB:330 R833 (Browse shelf(Opens below)) | Available | 135569 |
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| 000SB:330 R215 Statistical inference and measurement of structural changes in an economy | 000SB:330 R215 Statistical inference and measurement of structural changes in an economy | 000SB:330 R663 Time series with long memory | 000SB:330 R833 Bayesian non- and semi-parametric methods and applications / | 000SB:330 Sa126 Statistics for economists | 000SB:330 Sch387 Theory and measurement of demand | 000SB:330 Sch387 Theory and measurement of demand |
Includes bibliographical references (p. 195-200) and index.
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.
Reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. This book advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals.
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