[Download ebook] Bayesian Non- and Semi-parametric Methods and Applications (The Econometric and Tinbergen Institutes Lectures)






 | #1560311 in eBooks |  2014-04-27 |  2014-04-27 | File Name: B00HKMUY4S


||0 of 0 people found the following review helpful.| Very practical yet rigorous treatment|By Panos Lambrianides|This is an excellent practical book for the method of Bayesian Non-parametrics and how to apply them. It has the opposite didactic approach to many textbooks in the area. Rather than starting from a measure theoretic point of view, it builds up to the non-parametric case by using examples from parametric problems an| |"As the creator of bayesm (R software for Bayesian inference) and lead author of Bayesian Statistics and Marketing, Rossi has deep knowledge of the book's titular methods."--Choice|From the Back Cover|

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 replac...


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