Bayesian estimation of non-stationary Markov models combining micro and macro data
Download full text from publisher
Other versions of this item:
- Hugo Storm & Thomas Heckelei & Ron C. Mittelhammer, 2016. "Bayesian estimation of non-stationary Markov models combining micro and macro data," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 43(2), pages 303-329.
- Storm, Hugo & Heckelei, Thomas, 2011. "Bayesian estimation of non-stationary Markov models combining micro and macro data," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103645, Agricultural and Applied Economics Association.
- Storm, Hugo & Heckelei, Thomas & Mittelhammer, Ron C., 2014. "Bayesian Estimation of Non-Stationary Markov Models Combining Micro and Macro Data," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 186376, European Association of Agricultural Economists.
References listed on IDEAS
- Andrea Zimmermann & Thomas Heckelei, 2012.
"Structural Change of European Dairy Farms – A Cross-Regional Analysis,"
Journal of Agricultural Economics,
Wiley Blackwell, vol. 63(3), pages 576-603, September.
- Zimmermann, Andrea & Heckelei, Thomas, 2010. "Structural change of European dairy farms - A cross-regional analysis," 114th Seminar, April 15-16, 2010, Berlin, Germany 61090, European Association of Agricultural Economists.
- Zimmermann, Andrea & Heckelei, Thomas, 2010. "Structural Change of European Dairy Farms- A Cross-Regional Analysis," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61006, Agricultural and Applied Economics Association.
- Nejla Ben Arfa & Karine Daniel & Florence Jacquet & Kostas Karantininis, 2015. "Agricultural Policies and Structural Change in French Dairy Farms: A Nonstationary Markov Model," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 63(1), pages 19-42, March.
- Karantininis, Kostas, 2002.
"Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry,"
Journal of Econometrics,
Elsevier, vol. 107(1-2), pages 275-290, March.
- Karantininis, Kostas, 2001. "Information Based Estimators for the Non-Stationary Transition Probability Matrix: An Application to the Danish Pork Industry," Unit of Economics Working Papers 24198, Royal Veterinary and Agricultural University, Food and Resource Economic Institute.
- D. L. Hawkins & Chien-Pai Han, 2000. "Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data," Biometrics, The International Biometric Society, vol. 56(3), pages 848-854, September.
- Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, December.
- Heckelei, Thomas & Mittelhammer, Ronald C. & Jansson, Torbjorn, 2008. "A Bayesian Alternative To Generalized Cross Entropy Solutions For Underdetermined Econometric Models," Discussion Papers 56973, University of Bonn, Institute for Food and Resource Economics.
- Robert A. Jarrow & David Lando & Stuart M. Turnbull, 2008.
"A Markov Model for the Term Structure of Credit Risk Spreads,"
World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 18, pages 411-453
World Scientific Publishing Co. Pte. Ltd..
- Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997. "A Markov Model for the Term Structure of Credit Risk Spreads," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 481-523.
- Zimmermann, Andrea & Heckelei, Thomas, 2012. "Differences of farm structural change across European regions," Discussion Papers 162879, University of Bonn, Institute for Food and Resource Economics.
- MacRae, Elizabeth Chase, 1977. "Estimation of Time-Varying Markov Processes with Aggregate Data," Econometrica, Econometric Society, vol. 45(1), pages 183-198, January.
- Silke Huettel & Roel Jongeneel, 2011. "How has the EU milk quota affected patterns of herd-size change?," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 38(4), pages 497-527, October.
- Ben Pelzer, 2002. "Bayesian estimation of transition probabilities from repeated cross sections," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 23-33.
- Andrés Musalem & Eric T. Bradlow & Jagmohan S. Raju, 2009. "Bayesian estimation of random‐coefficients choice models using aggregate data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 490-516, April.
- Steven Scott, 2011. "Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models," Statistical Papers, Springer, vol. 52(1), pages 87-109, February.
- Gillian A. Lancaster & Mick Green & Steven Lane, 2006. "Reducing bias in ecological studies: an evaluation of different methodologies," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(4), pages 681-700.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Storm, Hugo & Heckelei, Thomas, 2012. "Predicting agricultural structural change using census and sample data," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125185, Agricultural and Applied Economics Association.
- Oudendag, Diti & Hoogendoorn, Mark & Jongeneel, Roel, 2014. "Agent-Based Modeling of Farming Behavior: A Dutch Case Study on Milk Quota Abolishment and Sustainable Dairying," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182700, European Association of Agricultural Economists.
- Legrand D. F. Saint-Cyr & Laurent Piet, 2017.
"Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change,"
Journal of the Royal Statistical Society Series C,
Royal Statistical Society, vol. 66(4), pages 777-795, August.
- Legrand D.F. Saint-Cyr & Laurent Piet, 2015. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers SMART - LERECO 15-06, INRA UMR SMART-LERECO.
- Saint-Cyr, Legrand D.F. & Piet, Laurent, 2015. "Movers and Stayers in the Farming Sector: Accounting for Unobserved Heterogeneity in Structural Change," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204234, Agricultural Economics Society.
- Laurent, Piet & Legrand D.F. Saint-Cyr, 2016. "Projection de la population des exploitations agricoles françaises à l’horizon 2025," Working Papers SMART - LERECO 16-11, INRA UMR SMART-LERECO.
- Saint-Cyr, Legrand D. F. & Piet, Laurent, 2014. "Movers and Stayers in the Farming Sector: Another Look at Heterogeneity in Structural Change," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 183068, European Association of Agricultural Economists.
More about this item
KeywordsResearch Methods/ Statistical Methods;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:ubfred:162894. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search). General contact details of provider: http://edirc.repec.org/data/zefbnde.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.