研究者情報 | 神奈川大学

カナザワ　ユウイチロウ Kanazawa Yuichiro 金澤　雄一郎所属神奈川大学経済学部経済学科/現代ビジネス学科職種教授
言語種別	英語
発行・発表の年月	2012/08
形態種別	学術雑誌
査読	査読あり
標題	ON ASYMPTOTIC PROPERTIES OF THE PARAMETERS OF DIFFERENTIATED PRODUCT DEMAND AND SUPPLY SYSTEMS WHEN DEMOGRAPHICALLY CATEGORIZED PURCHASING PATTERN DATA ARE AVAILABLE
執筆形態	共著
掲載誌名	INTERNATIONAL ECONOMIC REVIEW
出版社・発行元	WILEY-BLACKWELL
巻・号・頁	53(3),pp.887-937
著者・共著者	◎Satoshi MYOJO, Yuichiro KANAZAWA
概要	We derive asymptotic properties of an estimator for supply and demand models extended with additional moments relating consumer demographics to the characteristics of purchased products. We clarify the structure of a practical sampling scheme in which the extended estimator is consistent, asymptotically normal, and more efficient than the original estimator. We provide conditions guaranteeing the asymptotic theorems hold for the random coefficient logit model of demand with oligopolistic suppliers. Extensive simulation studies demonstrate significant benefits of the additional moments in estimating the random coefficient logit model.
DOI	10.1111/j.1468-2354.2012.00705.x
ISSN	00206598