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題名：臺灣已婚婦女勞動供給之實證研究--動態非線性追蹤資料模型之應用
書刊名：經濟論文叢刊
作者：曾中信／張勝凱
作者(外文)：Tseng, Chung-hsin／Chang, Sheng-kai
出版日期：2020
卷期：48:2
頁次：頁187-220
主題關鍵詞：追蹤資料模型；Probit模型；Tobit模型；狀態相依；Panel data；Probit model；Tobit model；State dependence
原始連結：連回原系統網址new window
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本文參考Hyslop（1999）的計量方法，在非線性追蹤資料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。研究資料採用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。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；小孩個數對婦女勞動供給在靜態模型中具有顯著的內生性。然而，在動態模型中，此外生性假設的檢定並不顯著。此外，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。
This paper follows the empirical methods in Hyslop (1999) to investigate married women's persistence of labor participation in Taiwan. Dynamic structures such as first-order state dependence and a first-order autoregressive error term are incorporated in the estimation. The data used in this paper is the Panel Study of Family Dynamics (PSFD) between 2004 and 2007. It is found that the effects of both age and education are similar to those found in the previous literature. Moreover, it is discovered that there is significantly positive first-order state dependence and a negative first-order autoregressive error term for labor participation of married women in Taiwan. The hypotheses of the exogeneity of fertility and husband's income are both rejected in all static models. However, the exogeneity of fertility could not be rejected in all dynamic models.
期刊論文
1.Honoré, Bo E.(1992)。Trimmed lad and least squares estimation of truncated and censored regression models with fixed effects。Econometrica，60(3)，533-565。  new window
2.Heckman, James J.(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'inséé，30/31，227-269。  new window
3.Chamberlain, Gary(1980)。Analysis of Covariance with Qualitative Data。Review of Economic Studies，47(1)，225-238。  new window
4.Mundlak, Yair(1978)。On the Pooling of Time Series and Cross Section Data。Econometrica，46(1)，69-86。  new window
5.黃台心(20000300)。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)，1-24。new window  延伸查詢new window
6.Arellano, Manuel、Bond, Stephen(1991)。Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations。The Review of Economic Studies，58(2)，277-297。  new window
7.Cragg, John G.(1971)。Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods。Econometrica，39(5)，829-844。  new window
8.Neyman, J.、Scott, Elizabeth L.(1948)。Consistent estimates based on partially consistent observations。Econometrica，16(1)，1-32。  new window
9.莊慧玲、林世昌(20060600)。臺灣婦女勞動供給實證研究之發展。經濟論文叢刊，34(2)，119-172。new window  延伸查詢new window
10.簡文吟(20040600)。臺灣已婚婦女勞動再參與行為的變遷。人口學刊，28，1-47。new window  延伸查詢new window
11.Cai, Lixin(2018)。Dynamic Labour Supply of Married Australian Women。LABOUR，32(3)，427-450。  new window
12.Cai, Lixin(2018)。State Dependence of Labour Force Participation of Married Australian Women: Is There Heterogeneity?。International Journal of Manpower，39(2)，269-282。  new window
13.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(5)，854-871。  new window
14.Del Boca, Daniela、Sauer, Robert M.(2009)。Life Cycle Employment and Fertility Across Institutional Environments。European Economic Review，53(3)，274-292。  new window
15.Hyslop, Dean R.(1999)。State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women。Econometrica，67(6)，1255-1294。  new window
16.Okamura, Kazuaki、Islam, Nizamul(2011)。Inter-Temporal Labour Force Participation Among Married Women in Japan。Japanese Economic Review，62(4)，562-580。  new window
17.黃芳玫、翁任嬋、黃芳雅(20090300)。女性勞動參與之研究--1980-2005。臺灣經濟預測與政策，39(2)，1-50。new window  延伸查詢new window
18.劉錦添、江錫九(19970900)。臺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，9(3)，1-29。new window  延伸查詢new window
19.簡文吟、薛承泰(19960400)。臺灣地區已婚婦女就業型態及其影響因素。人口學刊，17，113-134。new window  延伸查詢new window
圖書
1.Hsiao, Cheng(2003)。Analysis of Panel Data。Cambridge University Press。  new window
圖書論文
1.Heckman, James J.(1981)。Heterogeneity and State Dependence。Studies in Labor Markets。Chicago：University of Chicago Press。  new window
2.Chamberlain, Gary(1984)。Panel Data。Handbook of Econometrics。Amsterdam：North Holland。  new window
3.Arellano, Manuel、Honoré, Bo(2001)。Panel Data Models: Some Recent Developments。Handbook of Econometrics。  new window
4.Heckman, James J.(1981)。Statistical Models for Discrete Panel Data。Structural Analysis of Discrete Data and Econometric Applications。Cambridge：The MIT Press。  new window
5.Heckman, James J.(1981)。The Incidental Parameters Problem and the Problem of Initial Condition in Estimating a Discrete Time-Discrete Data Stochastic Process。Structural Analysis of Discrete Data and Econometric Applications。Cambridge：The MIT Press。  new window
 
 
 
 
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