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Panel Dynamic Discrete Choice Models and Applications to the Analysis of Female Life Course

Research Project

Project/Area Number 26380273
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Economic statistics
Research InstitutionOsaka Prefecture University

Principal Investigator

Kano Shigeki  大阪府立大学, 経済学研究科, 准教授 (80382232)

Project Period (FY) 2014-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2018: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2017: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2014: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Keywordsパネルデータ / 動学プロビット / 労働供給 / 婚姻 / 出生 / 動学パネル / 逆確率ウェイト / 結婚 / 出産
Outline of Final Research Achievements

The purpose of this research project is first to propose the methods of estimation and testing of dynamic discrete choice models based on individual panel data. Then these methods are applied to the analysis of female life course, particularly employment.
Our main results are as follows. First, we applied the panel multinomial logit model where employment status of a woman depends on the past status to the Japanese and Australian data and compare the results. It was found that unobserved heterogeneity plays an important role for explaining the within-individual correlation of employment status. Second, we theoretically investigated the method of correcting bias due to attrition and nonresponse of panel and cross-sectional data.

Academic Significance and Societal Importance of the Research Achievements

本研究の学術的な意義は、経済主体(個人や企業)の選択行動の時間を通じた依存性を、状態依存性と観測不可能な個人属性に分解する手法について、状態が複数存在するケースを扱っている点である。複数の状態を動学的に遷移するパネルデータモデルは、計算の複雑さから実用がまれであった。この手法を女性の就業状態の遷移に適用することで、婚姻や出産、景気循環などが女性の効用に与える短期的・長期的な効果を把握することができた。

Report

(6 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (4 results)

All 2018 2015

All Journal Article (2 results) (of which Peer Reviewed: 1 results) Presentation (2 results) (of which Int'l Joint Research: 1 results)

  • [Journal Article] Labour market transitions in Australia and Japan: A Panel Data Analysis2018

    • Author(s)
      Tomoko Kishi and Shigeki Kano
    • Journal Title

      Australian Journal of Labour Economics

      Volume: 20 Pages: 175-197

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Moment-based Specification Tests for Random Effects Dynamic Probit Models2015

    • Author(s)
      Shigeki Kano
    • Journal Title

      大阪府立大学大学院経済学研究科Discussion Paper New Series No.2015-5

      Volume: 2015-5 Pages: 1-27

    • NAID

      120005576012

    • Related Report
      2014 Research-status Report
  • [Presentation] Asymptotic Properties and Exogeneity Tests for M-estimators when Data Missing Probability Depends on Regressors2018

    • Author(s)
      鹿野繁樹
    • Organizer
      第12回(2018年):「実証的なモラル・サイエンス」研究集会
    • Related Report
      2017 Research-status Report
  • [Presentation] Moment-based Specification Tests for Random Effects Dynamic Probit Models2015

    • Author(s)
      Kano Sigeki
    • Organizer
      The 21st International Panel Data Conference
    • Place of Presentation
      Central European University, Budapest
    • Year and Date
      2015-06-29
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research

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Published: 2014-04-04   Modified: 2020-03-30  

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