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Home | Events Archive | Semi-Parametric Bayesian Inference in Econometrics
Tinbergen Institute Lectures

Semi-Parametric Bayesian Inference in Econometrics

  • Location
  • Date

    May 27, 2009 until May 29, 2009

This intensive three-day PhD course consisted of three parts. The three lectures of Professor Peter Rossi constituted the main ingredient of this course. These were complemented by a set of introductory lectures by Professor Richard Paap and Dr. Dennis Fok. The third part of this course was a workshop with top researchers in the same area.

Peter E. Rossi studies pricing and promotion, target marketing, direct marketing, micro-marketing, limited dependent variable models, and Bayesian statistical methods. He has published widely in marketing, economics, statistics, and econometrics. His article, “Bayesian Analysis of Stochastic Volatility Models,” was named one of the most influential articles in the 20th anniversary issue of the Journal of Business and Economic Statistics.

These Lectures are part of the Princeton University Press Lectures, a joint project of Princeton University Press (PUP), the Econometric Institute at Erasmus University Rotterdam, and Tinbergen Institute.