Bayesian inference on time-varying proportions

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dc.contributor.author McCausland, WJ
dc.contributor.author Lgui, B
dc.contributor.editor Chib, S
dc.contributor.editor Griffiths, W
dc.contributor.editor Koop, G
dc.contributor.editor Terrell, D
dc.date.accessioned 2012-02-23T00:37:08Z
dc.date.issued 2009-01
dc.identifier.citation Bayesian Econometrics (Advances in Econometrics Vol 23), 2009, 1, pp. 525 - 544
dc.identifier.isbn 978-1-84855-308-8
dc.identifier.other B1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/17312
dc.description.abstract Time-varying proportions arise frequently in economics. Market shares show the relative importance of firms in a market. Labor economists divide populations into different labor market segments. Expenditure shares describe how consumers and firms allocate total expenditure to various categories. We introduce a state space model where unobserved states are Gaussian and observations are conditionally Dirichlet. Markov chain Monte Carlo techniques allow inference for unknown parameters and states. We draw states as a block using a multivariate Gaussian proposal distribution based on a quadratic approximation of the log conditional density of states given parameters and data. Repeated draws from the proposal distribution are particularly efficient. We illustrate using automobile production data.
dc.publisher Emerald
dc.relation.isbasedon 10.1016/S0731-9053(08)23016-1
dc.title Bayesian inference on time-varying proportions
dc.type Chapter
dc.description.version Published
dc.parent Bayesian Econometrics (Advances in Econometrics Vol 23)
dc.journal.number en_US
dc.publocation USA en_US
dc.publocation USA
dc.publocation USA
dc.publocation USA
dc.publocation USA
dc.identifier.startpage 525 en_US
dc.identifier.endpage 544 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 1403 Econometrics
dc.personcode 108395
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.edition 1
dc.edition 1
dc.edition 1
dc.edition 1
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
dc.description.keywords Science & Technology
dc.description.keywords Life Sciences & Biomedicine
dc.description.keywords Biotechnology & Applied Microbiology
dc.description.keywords Microbiology
dc.description.keywords BIOTECHNOLOGY & APPLIED MICROBIOLOGY
dc.description.keywords MICROBIOLOGY
dc.description.keywords GRADIENT GEL-ELECTROPHORESIS
dc.description.keywords RNA-DEFINED POPULATIONS
dc.description.keywords CYANOBACTERIAL ECOTYPES
dc.description.keywords BACTERIAL DIVERSITY
dc.description.keywords FUNDAMENTAL UNITS
dc.description.keywords COMMUNITY
dc.description.keywords PROCHLOROCOCCUS
dc.description.keywords OCEAN
dc.description.keywords PHOTOSYNTHESIS
dc.description.keywords SYSTEMATICS
dc.description.keywords NA
dc.description.keywords NA
dc.description.keywords NA
dc.description.keywords NA
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10


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