Shrinkage priors for high-dimensional demand estimation
Year of publication: |
2023
|
---|---|
Authors: | Smith, Adam N. ; Griffin, Jim E. |
Published in: |
Quantitative marketing and economics : QME. - Dordrecht : Springer Science + Business Media B.V., ISSN 1573-711X, ZDB-ID 2108674-6. - Vol. 21.2023, 1, p. 95-146
|
Subject: | Global-local priors | Hierarchical priors | Horseshoe | Non-sparse shrinkage | Price elasticities | Seemingly unrelated regression | Preiselastizität | Price elasticity | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis |
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