Bayesian Semi-Parametric and Non-Parametric Methods in Marketing and Micro-Econometrics

214 Pages Posted: 10 Jan 2013 Last revised: 23 Jul 2013

See all articles by Peter E. Rossi

Peter E. Rossi

University of California, Los Angeles (UCLA) - Anderson School of Management

Date Written: July 1, 2013

Abstract

I review and develop Bayesian non-parametric and semi-parametric methods based on finite and infinite mixtures of normals. Applications include regression, IV methods, and random coefficient models.

Keywords: Bayesian methods, non-parametric methods, panel data models, IV models

JEL Classification: C11, C14, C23, C25

Suggested Citation

Rossi, Peter E., Bayesian Semi-Parametric and Non-Parametric Methods in Marketing and Micro-Econometrics (July 1, 2013). Available at SSRN: https://ssrn.com/abstract=2199155 or http://dx.doi.org/10.2139/ssrn.2199155

Peter E. Rossi (Contact Author)

University of California, Los Angeles (UCLA) - Anderson School of Management ( email )

110 Westwood Plaza
Los Angeles, CA 90095-1481
United States
773-294-8616 (Phone)

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