TY  - BOOK
AU  - Rossi,Peter E.
TI  - Bayesian non- and semi-parametric methods and applications
T2  - The Econometric and Tinbergen Institutes lectures
SN  - 9780691145327 (hardcover : alk. paper)
U1  - 000SB:330 23
PY  - 2014///
CY  - Princeton
PB  - Princeton University Press
KW  - Econometrics
KW  - Bayesian statistical decision theory
KW  - Mathematical economics
N1  - 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

N2  - 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.
ER  -