Bayesian Non- and Semi-parametric Methods and Applications (The Econometric and Tinbergen Institutes Lectures)

Valutazione media 0
( su 0 valutazioni fornite da Goodreads )
 
9780691145327: Bayesian Non- and Semi-parametric Methods and Applications (The Econometric and Tinbergen Institutes Lectures)

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 of normal components in the mixture or an infinite number bounded only by the sample size. By using flexible distributional approximations instead of fixed parametric models, the Bayesian approach can reap the advantages of an efficient method that models all of the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often require additional ad hoc rules to avoid "overfitting," in which resulting density approximates are nonsmooth. With proper priors, the Bayesian approach largely avoids overfitting, while retaining flexibility. This book provides methods for assessing informative priors that require only simple data normalizations. The book also applies the mixture of the normals approximation method to a number of important models in microeconometrics and marketing, including the non-parametric and semi-parametric regression models, instrumental variables problems, and models of heterogeneity. In addition, the author has written a free online software package in R, "bayesm," which implements all of the non-parametric models discussed in the book.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

From the Inside Flap:


"Peter Rossi, an expert on Bayesian analysis, presents a crisp introduction to an increasingly important class of models and their use in econometric applications."--Andrew Gelman, Columbia University


"This book shows that a combination of the Bayesian paradigm and (infinite) mixtures of normal distributions can be used to construct a very flexible and robust class of semi- or non-parametric methods. Rossi presents these methods in such a way that they can be applied by anyone with a basic knowledge of Bayesian econometrics. The book will be highly valued as a source of inspiration for incorporating non-parametric ideas in Bayesian models and as a reference for many applications of these techniques."--Dennis Fok, Erasmus University Rotterdam


"Rossi shows that the Bayesian approach to statistics can be applied to marketing and microeconometrics data without making the strong 'parametric' assumptions about functional forms and error distribution that are commonly made. The discussion and examples make a good case for the non-parametric Bayesian approach to these problems, and researchers will find it a valuable resource."--Edward Greenberg, professor emeritus, Washington University in St. Louis


From the Inside Flap:

"This book shows that a combination of the Bayesian paradigm and (infinite) mixtures of normal distributions can be used to construct a very flexible and robust class of semi- or non-parametric methods. Rossi presents these methods in such a way that they can be applied by anyone with a basic knowledge of Bayesian econometrics. The book will be highly valued as a source of inspiration for incorporating non-parametric ideas in Bayesian models and as a reference for many applications of these techniques."--Dennis Fok, Erasmus University Rotterdam

"Rossi shows that the Bayesian approach to statistics can be applied to marketing and microeconometrics data without making the strong 'parametric' assumptions about functional forms and error distribution that are commonly made. The discussion and examples make a good case for the non-parametric Bayesian approach to these problems, and researchers will find it a valuable resource."--Edward Greenberg, professor emeritus, Washington University in St. Louis

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Peter Rossi
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Quantità: 2
Da
Rem Distributors
(NORWALK, CT, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. Condizione sovraccoperta: New. Shipped promptly and delivered within 3 to 5 working days. For PO BOX, APO, FPO and Puerto Rico addresses delivery done in 20 to 25 working days. Serving customers since 2006. Thousand of satisfied customers!. Codice libro della libreria REG_9780691145327_Princ1012_32

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,20
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,38
In U.S.A.
Destinazione, tempi e costi

2.

Peter E. Rossi
Editore: Princeton University Press, United States (2014)
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, United States, 2014. Hardback. Condizione libro: New. Language: English . Brand New Book. 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 of normal components in the mixture or an infinite number bounded only by the sample size. By using flexible distributional approximations instead of fixed parametric models, the Bayesian approach can reap the advantages of an efficient method that models all of the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often require additional ad hoc rules to avoid overfitting, in which resulting density approximates are nonsmooth. With proper priors, the Bayesian approach largely avoids overfitting, while retaining flexibility.This book provides methods for assessing informative priors that require only simple data normalizations. The book also applies the mixture of the normals approximation method to a number of important models in microeconometrics and marketing, including the non-parametric and semi-parametric regression models, instrumental variables problems, and models of heterogeneity. In addition, the author has written a free online software package in R, bayesm, which implements all of the non-parametric models discussed in the book. Codice libro della libreria AAU9780691145327

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 33,46
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

3.

Peter E. Rossi
Editore: Princeton University Press, United States (2014)
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Rilegato Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, United States, 2014. Hardback. Condizione libro: New. Language: English . Brand New Book. 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 of normal components in the mixture or an infinite number bounded only by the sample size. By using flexible distributional approximations instead of fixed parametric models, the Bayesian approach can reap the advantages of an efficient method that models all of the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often require additional ad hoc rules to avoid overfitting, in which resulting density approximates are nonsmooth. With proper priors, the Bayesian approach largely avoids overfitting, while retaining flexibility. This book provides methods for assessing informative priors that require only simple data normalizations. The book also applies the mixture of the normals approximation method to a number of important models in microeconometrics and marketing, including the non-parametric and semi-parametric regression models, instrumental variables problems, and models of heterogeneity. In addition, the author has written a free online software package in R, bayesm, which implements all of the non-parametric models discussed in the book. Codice libro della libreria AAU9780691145327

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 33,62
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

Rossi, Peter
Editore: Princeton University Press (2014)
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Rilegato Quantità: 2
Valutazione libreria
[?]

Descrizione libro Princeton University Press, 2014. Condizione libro: New. 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. Series: The Econometric and Tinbergen Institutes Lectures. Num Pages: 224 pages, 66 line illus. BIC Classification: PBTB. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 151 x 217 x 22. Weight in Grams: 412. . 2014. Hardcover. . . . . . Codice libro della libreria V9780691145327

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 36,01
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Irlanda a: U.S.A.
Destinazione, tempi e costi

5.

Peter Rossi
Editore: Princeton University Press 2014-05-16, Princeton (2014)
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Rilegato Quantità: 1
Da
Blackwell's
(Oxford, OX, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press 2014-05-16, Princeton, 2014. hardback. Condizione libro: New. Codice libro della libreria 9780691145327

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 34,56
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,36
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

Rossi, Peter
Editore: Princeton University Press
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Rilegato Quantità: 2
Da
Kennys Bookstore
(Olney, MD, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Princeton University Press. Condizione libro: New. 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. Series: The Econometric and Tinbergen Institutes Lectures. Num Pages: 224 pages, 66 line illus. BIC Classification: PBTB. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 151 x 217 x 22. Weight in Grams: 412. . 2014. Hardcover. . . . . Books ship from the US and Ireland. Codice libro della libreria V9780691145327

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 38,12
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

7.

Peter Rossi
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Quantità: 1
Da
Bookshub
(Karol Bagh, India)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. New. US edition. Perfect condition. Customer satisfaction our priority. Codice libro della libreria ABE-FEB-53065

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 38,53
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: India a: U.S.A.
Destinazione, tempi e costi

8.

Peter Rossi
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Quantità: 1
Da
EBOOKSTORE2010
(New Delhi, ND, India)
Valutazione libreria
[?]

Descrizione libro Condizione libro: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Codice libro della libreria SHUB53065

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 38,57
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: India a: U.S.A.
Destinazione, tempi e costi

9.

Peter Rossi
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Quantità: 1
Da
BWB
(Valley Stream, NY, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97806911453270000000

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 39,75
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

10.

Peter Rossi
ISBN 10: 0691145326 ISBN 13: 9780691145327
Nuovi Quantità: 1
Da
Basi6 International
(Irving, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione libro: Brand New. New, US edition. Excellent Customer Service. Codice libro della libreria ABEUSA-53065

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 40,86
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro