{"created":"2021-03-01T07:05:30.040378+00:00","id":27215,"links":{},"metadata":{"_buckets":{"deposit":"46d3e615-933b-4950-a0a1-c4d06bddf26a"},"_deposit":{"created_by":188,"id":"27215","owners":[188],"pid":{"revision_id":0,"type":"depid","value":"27215"},"status":"published"},"_oai":{"id":"oai:tsukuba.repo.nii.ac.jp:00027215","sets":["3:2658:2662"]},"author_link":["93782","93783"],"item_11_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-03","bibliographicIssueDateType":"Issued"}}]},"item_11_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Allais and Nich`ele (2007) proposed a Markov-switching almost\nideal demand system (MS-AIDS) model by extending the idea of\nHamilton (1989). This model enables us to determine when the regime\nshifts occurred and to estimate parameters characterized across the\ndifferent regimes. Moreover, degree of belongingness to each of the\nregimes and transitions between regimes are quantified by the probabilities.\nIn this paper, we propose a Bayesian estimation for MSAIDS\nmodel and illustrate applicability of our proposed method. The\nBayesian estimation has some important advantages. First, it enables\nus to avoid the singularity problem suggested by Hamilton (1990,\n1991). Second, our proposed Bayesian estimation ensures that transition\nprobabilities lie between zero and one. Third, Bayesian estimation\nis able to avoid the messy calculations entailed in the score\nfunctions of log-likelihood. We then run a simulation study to confirm\nthe validity of the proposed method. In the empirical study on\nthe Japanese meat market, we found that our Bayesian estimation\nimproves the mean squared errors for all meat products over the maximum\nlikelihood estimation, while successfully capturing the regime\nshifts of meat demand coinciding with the timing of Bovine Spongiform\nEncephalopathy (BSE) cases in Japan and U.S.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_11_publisher_27":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management","subitem_publisher_language":"en"}]},"item_11_relation_36":{"attribute_name":"シリーズ","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_language":"en","subitem_relation_name_text":"Department of Social Systems and Management Discussion Paper Series;no.1289"}]}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"KABE, Satoshi","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"KANAZAWA, Yuichiro","creatorNameLang":"en"},{"creatorName":"金澤, 雄一郎","creatorNameLang":"ja"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2013-12-25"}],"displaytype":"detail","filename":"1289.pdf","filesize":[{"value":"428.0 kB"}],"format":"application/pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://tsukuba.repo.nii.ac.jp/record/27215/files/1289.pdf"},"version_id":"6d374d94-2b50-40b2-b3ff-a83cc5cba656"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Estimating the Markov-Switching Almost Ideal Demand Systems: a Bayesian Approach","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Estimating the Markov-Switching Almost Ideal Demand Systems: a Bayesian Approach","subitem_title_language":"en"}]},"item_type_id":"11","owner":"188","path":["2662"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2012-05-22"},"publish_date":"2012-05-22","publish_status":"0","recid":"27215","relation_version_is_last":true,"title":["Estimating the Markov-Switching Almost Ideal Demand Systems: a Bayesian Approach"],"weko_creator_id":"188","weko_shared_id":-1},"updated":"2024-03-21T04:17:15.640453+00:00"}