Bayesian Semi-Parametric and Non-Parametric Methods in Marketing and Micro-Econometrics
214 Pages Posted: 10 Jan 2013 Last revised: 23 Jul 2013
Date Written: July 1, 2013
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
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