عنوان
پدید آورنده
موضوع
رده
HB139 .R64 2014eb
HB139
.
R64
2014eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1400850304
(Number (ISBN
9781400850303
Erroneous ISBN
0691145326
Erroneous ISBN
1306548020
Erroneous ISBN
9780691145327
Erroneous ISBN
9781306548021
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Bayesian non- and semi-parametric methods and applications /
General Material Designation
[Book]
First Statement of Responsibility
Peter E. Rossi.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Princeton :
Name of Publisher, Distributor, etc.
Princeton University Press,
Date of Publication, Distribution, etc.
[2014]
Date of Publication, Distribution, etc.
©2014
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xiii, 202 pages) :
Other Physical Details
illustrations
SERIES
Series Title
The econometric and tinbergen institutes lectures
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 195-200) and index.
CONTENTS NOTE
Text of Note
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 -- \
Text of Note
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.
Text of Note
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.
Text of Note
4.1. Semi-parametric Regression with DP Priors -- 4.2. Semi-parametric IV Models.
Text of Note
5.1. Introduction -- 5.2. Semi-parametric Random Coefficient Logit Models -- 5.3. An Empirical Example of a Semi-parametric Random Coefficient Logit Model.
Text of Note
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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SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
JSTOR
Source for Acquisition/Subscription Address
MIL
Stock Number
22573/ctt5dd1vp
Stock Number
586053
OTHER EDITION IN ANOTHER MEDIUM
Title
Bayesian non- and semi-parametric methods and applications
International Standard Book Number
9780691145327
TOPICAL NAME USED AS SUBJECT
Bayesian statistical decision theory.
Econometrics.
Economics, Mathematical.
Bayesian statistical decision theory.
BUSINESS & ECONOMICS-- Economics-- General.
BUSINESS & ECONOMICS-- Reference.
Econometrics.
Economics, Mathematical.
Ekonometri.
(SUBJECT CATEGORY (Provisional
BUS-- 055000
BUS-- 069000
BUS044000
BUS069030
DEWEY DECIMAL CLASSIFICATION
Number
330
.
01/519542
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB139
Book number
.
R64
2014eb
OTHER CLASS NUMBERS
Class number
83
.
03
Class number
83
.
03
.
System Code
bcl
System Code
bcl
PERSONAL NAME - PRIMARY RESPONSIBILITY
Rossi, Peter E., (Peter Eric),1955-
ORIGINATING SOURCE
Date of Transaction
20200822181322.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
