Econometric investigation of random coefficient logit models of demand and its extension to multi-period demand estimation

需求随机系数 Logit 模型的计量经济学研究及其对多周期需求估计的扩展

• 批准号: 20310081
• 负责人: KANAZAWA Yuichiro
• 金额: $ 5.57万
• 依托单位: University of Tsukuba
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (B)
• 财政年份: 2008
• 资助国家: 日本
• 起止时间: 2008 至 2012
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-20310081/
• 关键词: マーケティング; random coefficient logit; method of moments; equicontinuity; Bayesian estimation; MCMC; Gibbs sampler; ランダム係数ロジットモデル; 一般化モーメント法; ベイズ推定手法; 確率的等連続性; マルコフチェインモンテカルロ法

Estimating demand for differentiated goods is essential in evaluating brand equity and pricing, two of the most important areas in marketing. It is often the case that purchasing history of a group of households is not available, but instead only the market share and characteristics of products under study are available. Through the research funded by this grant, we proposed method to estimate models of great importance, random-coefficients discrete choice models of demand and supply via frequentist and Bayesian perspectives and made preparations to expand the model to choice problems over multiple periods.

估计差异化商品的需求对于评估品牌资产和定价至关重要，这是营销中最重要的两个领域。通常情况下，无法获得一组家庭的购买历史，而只能获得所研究产品的市场份额和特征。通过该资助的研究，我们提出了重要模型的估计方法，从频率论和贝叶斯的角度提出了需求和供给的随机系数离散选择模型，并为将模型扩展到多个时期的选择问题做好了准备。

项目成果

On the variance-stabilizing multivariate nonparametric regression estimaeon

方差稳定多元非参数回归估计

• 发表时间: 2010
• 作者: Kiheiji NISHIDA;YuichiroKANAZAWA
• 通讯作者: YuichiroKANAZAWA

Conditional Effects of Unemployment Rates on the Relationships Between Attachment to Parents and Recidivism

失业率对父母依恋与累犯关系的条件影响

• 发表时间: 2009
• 作者: Yoshikazu YUMA;Yuichiro KANAZAWA
• 通讯作者: Yuichiro KANAZAWA

On a Bayesian simultaneous demand and supply model for market-level data

市场级数据的贝叶斯同步需求和供给模型

• 发表时间: 2009
• 作者: Yutaka YONETANI;Yuichiro KANAZAWA
• 通讯作者: Yuichiro KANAZAWA

Effects of Consumer Subsidies for Renewable Energy on Industry Growth and Welfare: Japanese Solar Energy

可再生能源消费者补贴对行业增长和福利的影响：日本太阳能

• 作者: Myojo;S. and Ohashi;H.
• 通讯作者: H.

On Asymptotic Properties of the Parameters of Differentiated Product Demand and Supply Systems WhenDemographically-Categorized Purchasing Pattern Data areAvailable

具有人口分类购买模式数据时差异化产品供需系统参数的渐近性质

• DOI: 10.1111/j.1468-2354.2012.00705.x
• 发表时间: 2012
• 期刊: International Economic Review
• 影响因子: 1.5
• 作者: Myojo;S. and Kanazawa;Y.
• 通讯作者: Y.