Bayesian methods for economic survey data and its applications
| Project/Area Number |
13630024
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Hokkaido University |
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Principal Investigator |
HASEGAWA Hikaru Hokkaido University, Graduate School of Economics and Business Administration, Professor, 大学院・経済学研究科, 教授 (30189534)
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| Project Period (FY) |
2001 – 2003
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| Project Status |
Completed (Fiscal Year 2003)
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| Budget Amount *help |
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2003: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2002: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2001: ¥1,100,000 (Direct Cost: ¥1,100,000)
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| Keywords | Economic survey data / Bayesian method / Lorenz curve / Inequality measure / Poverty measure / Gini index / Markov chain Monte Carlo (MCMC) / 移民労働 / マルコフ・チェイン・モンテ・カルロ |
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| Research Abstract |
In this research, I considered the Bayesian estimation method for economic survey data using Markov chain Monte Carlo (MCMC). First, I proposed the approach to Lorenz curve and Gini index estimation with contaminated data using Bayesian nonparametric analysis. The Bayesian nonparametric approach uses a Dirichlet process prior. I also presented a method of removing the contaminated observations.
Next, I proposed the Bayesian mixture model with a finite number of normal distributions for estimation of Lorenz curves and Gini index from grouped data. I used Tomlinson's smoothing method and Stephens' birth-death process.
Furthermore, I considered a problem of estimating two types of poverty, that is, chronic poverty and transient poverty, which were defined by Ravallion. I presented the Bayesian mixture model with errors-in-variable.
I wrote three articles that were submitted to international journals. One of them was published in Journal of Econometrics. I also presented the articles at international conferences held in Australia and India.
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Report
(4 results)
Research Products
(4 results)
