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ISBN: 1400850304 0691145326 1306548020 Year: 2014 Publisher: Princeton, New Jersey ; Oxfordshire, England : Princeton University Press,
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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.
Econometrics. --- Bayesian statistical decision theory. --- Economics, Mathematical.
Book
ISBN: 9781400850303 Year: 2014 Publisher: Princeton, NJ
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ISBN: 9781400850303 9780691145327 1400850304 Year: 2014 Publisher: Princeton, New Jersey ; Oxfordshire, England : Princeton University Press,
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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.
Economics --- Econometrics. --- Bayesian statistical decision theory. --- Economics, Mathematical.
ISBN: 0125982267 9780125982269 Year: 1983 Publisher: New York (N.Y.): Academic press,
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Qualitative methods in social research --- Social surveys --- Sampling (Statistics) --- Sociology --- Research --- Methodology --- 303.425 <035> --- -#SBIB:303H12 --- #SBIB:303H520 --- Social theory --- Social sciences --- Community surveys --- Surveys, Social --- Surveys --- Random sampling --- Statistics of sampling --- Statistics --- Mathematical statistics --- Survey --sociaalwetenschappelijk onderzoek--Grote handboeken. Compendia --- -Methodology --- Methoden en technieken: sociale wetenschappen --- Methoden sociale wetenschappen: techniek van de analyse, algemeen --- Social surveys. --- Methodology. --- Sampling (Statistics). --- 303.425 <035> Survey --sociaalwetenschappelijk onderzoek--Grote handboeken. Compendia --- #SBIB:303H12 --- Research&delete&
Book
ISBN: 0226728285 Year: 1989 Publisher: Chicago University of Chicago Press
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BMLIK
daklozen --- Homelessness --- United States --- History --- Urban poor
ISBN: 0125982755 9780125982757 9786612284823 1282284827 0080511872 9780080511870 Year: 1996 Publisher: San Diego : Academic Press,
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This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes.
Stocks --- -332.63222 --- Common shares --- Common stocks --- Equities --- Equity capital --- Equity financing --- Shares of stock --- Stock issues --- Stock offerings --- Stock trading --- Trading, Stock --- Securities --- Bonds --- Corporations --- Going public (Securities) --- Stock repurchasing --- Stockholders --- Prices --- -Mathematical models --- -Electronic information resources --- E-books --- 336.763 --- -336.763 Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt. --- Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt. --- Continuous time. --- Mathematical models. --- 336.763 Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt. --- Prices&delete& --- Mathematical models --- Effecten. Effectenbeurs. Stock-market. Risicodragend kapitaal. Aandelenkoers. Obligaties. Obligatiemarkt --- Investments --- Continuous time
Book
Year: 1955 Publisher: Glencoe, Ill.: Free press,
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Book
Year: 1970 Publisher: Chicago (Ill.) : Aldine,
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Riots --- African Americans --- Social conditions --- United States
Book
Year: 1955 Publisher: Glencoe (Ill.) : Free press,
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ISBN: 9780125982757 0125982755 9780080511870 0080511872 1282284827 9786612284823 Year: 1996 Publisher: San Diego Academic Press
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This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes.
Stocks --- Prices --- Mathematical models --- Money market. Capital market --- Continuous time. --- Mathematical models. --- Investments
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