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Hardcover Bayesian Non- And Semi-Parametric Methods and Applications Book

ISBN: 0691145326

ISBN13: 9780691145327

Bayesian Non- And Semi-Parametric Methods and Applications

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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...

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