A Bayesian Markov switching almost ideal demand systems model, model selection, and its applications

贝叶斯马尔可夫切换近理想需求系统模型、模型选择及其应用

• 批准号: 25590051
• 负责人: KANAZAWA Yuichiro
• 金额: $ 1.83万
• 依托单位: University of Tsukuba
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Challenging Exploratory Research
• 财政年份: 2013
• 资助国家: 日本
• 起止时间: 2013-04-01 至 2016-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-25590051/
• 关键词: Bayesian estimation; Markov switching; AIDS model; Maximum likelihood; Hamilton filter; Markov chain Monte Carlo; Gibbs sampler; Multi move sampler; Markov-switching; Almost ideal demand; Japanese meat market; almost ideal demand; multi-move s

项目成果

Are manufacturers’ efforts to improve their brands’ reputation really rewarded? The case of Japanese yogurt market

制造商提高品牌声誉的努力真的得到了回报吗？

• 发表时间: 2014
• 期刊: Institute of Policy and Planning Science Discussion Paper Series, University of Tsukuba
• 作者: 藤本隆弘・新宅純二郎・青島矢一編著;瀧澤弘和他14名著;川越敏司・小川一仁・佐々木俊一郎;川越敏司・瀧澤弘和・他6名;川越敏司;中田 啓之;Satoshi Kabe and Yuichiro Kanazawa;Tomohito Kamai and Yuichiro Kanazawa
• 通讯作者: Tomohito Kamai and Yuichiro Kanazawa

Estimating the Markov-switching almost ideal demand systems: a Bayesian approach

• DOI: 10.1007/s00181-013-0777-3
• 发表时间: 2013-12
• 期刊: Empirical Economics
• 影响因子: 3.2
• 作者: Satoshi Kabe;Yuichiro Kanazawa

Variable Selection in a Bayesian Linear Regression Model via Generalized Bayesian Information Criterion

基于广义贝叶斯信息准则的贝叶斯线性回归模型中的变量选择

• 发表时间: 2014
• 期刊: Institute of Policy and Planning Science Discussion Paper Series, University of Tsukuba
• 作者: 藤本隆弘・新宅純二郎・青島矢一編著;瀧澤弘和他14名著;川越敏司・小川一仁・佐々木俊一郎;川越敏司・瀧澤弘和・他6名;川越敏司;中田 啓之;Satoshi Kabe and Yuichiro Kanazawa;Tomohito Kamai and Yuichiro Kanazawa;Satoshi Kabe and Yuichiro Kanazawa
• 通讯作者: Satoshi Kabe and Yuichiro Kanazawa

Estimating the Markov-switching almost ideal demand systems: maximum likelihood or a Bayesian estimation?

估计马尔可夫切换近乎理想的需求系统：最大似然还是贝叶斯估计？

• 发表时间: 2014
• 作者: Satoshi Kabe;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Yuichiro Kanazawa;Satoshi Kabe and Yuichiro Kanazawa
• 通讯作者: Satoshi Kabe and Yuichiro Kanazawa

CAN properties of the regional BLP(1995) estimator in the presence of national micro moments: A simulation study

存在国家微矩时区域 BLP(1995) 估计器的 CAN 特性：模拟研究

• 发表时间: 2016
• 作者: Satoshi Kabe;Yuichiro Kanazawa;Yuichiro Kanazawa
• 通讯作者: Yuichiro Kanazawa