臺灣博碩士論文加值系統

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。

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

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