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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 張勝凱(Sheng-Kai Chang) | |
dc.contributor.author | Chung-Hsin Tseng | en |
dc.contributor.author | 曾中信 | zh_TW |
dc.date.accessioned | 2021-06-16T23:51:00Z | - |
dc.date.available | 2013-08-07 | |
dc.date.copyright | 2012-08-07 | |
dc.date.issued | 2012 | |
dc.date.submitted | 2012-07-20 | |
dc.identifier.citation | 吳慧瑛(1996), “家庭勞動供給的跨期分析”, 收錄於陳肇男.劉克智.孫德雄.江豐富(編), 《人口、就業與福利論文集》, volume 2, 73–105, 台北: 中央研究院經濟研究所。
莊慧玲.林世昌(2006), “台灣婦女勞動供給實證研究之發展”, 《經濟論文叢刊, 34(2), 119–172。 黃台心(2000), “我國已婚婦女勞動供給的生命循環分析”, 《經濟論文叢刊》, 28, 1–24。 黃芳玫.翁任嬋.黃芳雅(2009), “女性勞動參與之研究—1980–2005”, 《臺灣經濟預測與政策》, 1–50。 劉錦添.江錫九(1997), “台灣有偶婦女時間分配型態之實證研究”, 《人文及社會科學集刊》, 1–29。 Amemiya, Takeshi (1973), “Regression analysis when the dependent variable is truncated normal”, Econometrica, 41, 997–1016. (1985), Advanced Econometrics, Oxford: Basil Blackwell. Arellano, Manuel and Bond, Stephen (1991), “Some tests of specification for panel data: Monte carlo evidence and an application to employmentequations”, The Review of Economic Studies, 58, 277–297. Arellano, Manuel and Honor’e, Bo E. (2001), “Panel data models: Some recent developments”, in Zvi Griliches and M. D. Intriligator (eds.), Handbook of Econometrics, volume 5, 3229–3296, Amsterdam: Elsevier Science Publishers. Chamberlain, Gary (1980), “Analysis of covariance with qualitative data”, The Review of Economic Studies, 47(1), 225–238. (1984), “Panel data”, in Zvi Griliches and M. D. Intriligator (eds.), Handbook of Econometrics, volume 2, 1247–1318, Amsterdam: Elsevier Science Publishers. Chang, Sheng-Kai (2011), “Simulation estimation of two-tiered dynamic panel tobit models with an application to the labor supply of married women”, Journal of Applied Econometrics, 26, 854–871. Cragg, John G. (1971), “Some statistical models for limited dependent variables with application to the demand for durable goods”, Econometrica, 39(5), 829–844. Heckman, James J. (1976), “The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models”, Annals of Economic and Social Measurement, 5, 475–492. (1978), “Simple statistical models for discrete panel data developed and applied to test the hypothesis of true state dependence against the hypothesis of spurious state dependence”, Annales de l’ins’e’e, (30–1), 227–269. (1979), “Sample selection bias as a specification error”, Econometrica, 47, 153–161. (1981a), “Heterogeneity and state dependence”, in Sherwin Rosen (ed.), Studies in Labor Markets, 91–140, University of Chicago Press. (1981b), “The incidental parameters problem and the problem of initial condition in estimating a discrete time-discrete data stochastic process”, in Charles F. Manski and Daniel L. McFadden (eds.), Structural Analysis of Discrete Data and Econometric Applications, 179–195, Cambridge: The MIT Press. (1981c), “Statistical models for discrete panel data”, in Charles F. Manski and Daniel L. McFadden (eds.), Structural Analysis of Discrete Data and Econometric Applications, 114–178, Cambridge: The MIT Press. Honor’e, Bo E. (1992), “Trimmed lad and least squares estimation of truncated and censored regression models with fixed effects”, Econometrica, 60(2), 533–565. Hsiao, Cheng (2003), Analysis of Panel Data, Cambridge University Press, 2nd edition. Hyslop, Dean R. (1999), “State dependence, serial correlation and heterogeneity in intertemporal labor force participation of married women”, Econometrica, 67, 1255–1294. Jakubson, George (1988), “The sensitivity of labor-supply parameter estimates to unobserved individual effects: Fixed- and random-effects estimates in a nonlinear model using panel data”, Journal of Labor Economics, 6(3). Leung, Siu Fai and Yu, Shihti (1996), “On the choice between sample selection and two-part models”, Journal of Econometrics, 72, 197–229. MaCurdy, Thomas E. (1981), “An empirical model of labor supply in a lifecycle setting”, Journal of Political Economy, 89(6), 1059–1085. Moffitt, Robert (1993), “Identification and estimation of dynamic models with a time series of repeated cross-sections”, Journal of Econometrics, 59, 99–123. Mundlak, Yair (1978), “On the pooling of time series and cross section data”, Econometrica, 46(1), 69–85. Neyman, J. and Scott, Elizabeth L. (1948), “Consistent estimates based on partially consistent observations”, Econometrica, 16(1), 1–32. Stewart, Mark B. (2006a), “Maximum simulated likelihood estimation of randomeffects dynamic probit models with autocorrelated errors”, The Stata Journal, 6, 256–272. (2006b), “A stata program for the heckman estimator of the random effects dynamic probit model”, Unpublished paper. University of Warwick. Tobin, James (1958), “Sample selection versus two-part models revisited: The case of female smoking and drinking”, Econometrica, 26, 24–36. Wooldridge, Jeffrey M. (2010), Econometric Analysis of Cross Section and Panel Data, The MIT Press, 2nd edition. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/65568 | - |
dc.description.abstract | 本文參考Hyslop (1999) 與Chang (2011) 的實證方法, 以probit、Tobit 等非線性計量模型進行台灣已婚婦女勞動供給的實證研究。在模型中加入一階狀態
相依(first-order state dependence)、誤差項一階自我迴歸(first-order autoregression) 等動態結構, 探討已婚婦女勞動參與具有持續性的現象。檢定靜態與動態模型中, 小孩個數與丈夫薪資所得對勞動供給為外生關係的假設。研究資料採用中央研究院學術調查研究資料庫的華人家庭動態資料庫(Panel Study of Family Dynamics, 簡稱PSFD) 民國93–96 年的主樣本資料, 串聯成追蹤資料(panel data) 後進行估計。 研究結果發現, 年齡與教育年數的影響皆符合一般理論預期; 勞動參與具有顯 著正向的一階狀態相依, 以及負向的誤差項一階自我迴歸; 小孩個數對勞動供給在 靜態模型中具有顯著的內生關係, 然而在動態模型中, 並無充足證據拒絕關係為外 生的假設; 丈夫薪資所得無論在靜態或動態模型中皆具有顯著的內生關係。 | zh_TW |
dc.description.provenance | Made available in DSpace on 2021-06-16T23:51:00Z (GMT). No. of bitstreams: 1 ntu-101-R99323027-1.pdf: 2597603 bytes, checksum: 30587eb7696addaa611d90cb01cb880b (MD5) Previous issue date: 2012 | en |
dc.description.tableofcontents | 1 序論 1
2 文獻回顧 4 2.1 計量模型. . . . . . . . . . . . . . . . . . . . . . . . 4 2.1.1 非線性計量模型. . . . . . . . . . . . . . . . . . . . 4 2.1.2 追蹤資料與個體異質性 . . . . . . . . . . . . . . . . . 5 2.1.3 狀態相依. . . . . . . . . . . . . . . . . . . . . . . 7 2.2 國內外實證文獻 . . . . . . . . . . . . . . . . . . . . . 7 3 實證方法之理論架構 12 3.1 個體異質性. . . . . . . . . . . . . . . . . . . . . . 13 3.2 動態模型. . . . . . . . . . . . . . . . . . . . . . . .14 3.2.1 一階狀態相依. . . . . . . . . . . . . . . . . . . . . 14 3.2.2 誤差項為AR(1) . . . . . . . . . . . . . . . . . . . .15 4 資料與估計結果 18 4.1 資料敘述. . . . . . . . . . . . . . . . . . . . . . . .18 4.1.1 資料來源與處理. . . . . . . . . . . . . . . . . . . . 18 4.1.2 資料之敘述統計. . . . . . . . . . . . . . . . . . . . 20 4.2 實證模型設定. . . . . . . . . . . . . . . . . . . . . . 23 4.2.1 估計結果. . . . . . . . . . . . . . . . . . . . . . .24 4.2.2 部分效果. . . . . . . . . . . . . . . . . . . . . . .30 4.2.3 勞動參與序列預測. . . . . . . . . . . . . . . . . . . .33 4.2.4 外生性假設. . . . . . . . . . . . . . . . . . . . . .34 5 結論 36 參考文獻 38 | |
dc.language.iso | zh-TW | |
dc.title | 動態非線性追蹤資料模型在台灣已婚婦女勞動供給實證研究之應用 | zh_TW |
dc.title | The Empirical Study on Labor Supply of Married Women in Taiwan Using Dynamic and Nonlinear Panel Data Model | en |
dc.type | Thesis | |
dc.date.schoolyear | 100-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 駱明慶(Ming-Ching Luoh),林明仁(Ming-Jen Lin) | |
dc.subject.keyword | 追蹤資料模型,probit 模型,Tobit 模型,狀態相依, | zh_TW |
dc.subject.keyword | panel data,probit model,Tobit model,state dependence, | en |
dc.relation.page | 40 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2012-07-20 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
顯示於系所單位: | 經濟學系 |
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