4 2 p = p(t, g) (1) r = r(t, g) (2) p r t g p r dp dt = p dg t + p g (3) dt dr dt = r dg t + r g dt 3 p t p g dt p t r t = Benefit view dp
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1 ( ) miyazaki@ngu.ac.jp
2 4 2 p = p(t, g) (1) r = r(t, g) (2) p r t g p r dp dt = p dg t + p g (3) dt dr dt = r dg t + r g dt 3 p t p g dt p t r t = Benefit view dp dt Benefit view dg (4) 2
3 New view dr dt Wassmmer (1993) Carroll and Yinger (1994) p it = p(t it, H it, L it, K it, G it, A it ) (5) r it = r(t it, H it, L it, K it, G it, A it ) (6) T it p it G it r it H it L it H it A it H it Wassmmer (1993) L it H it 3
4 2 A it log p it = a 1 log T it + a 2 log K it + a 3 log H it + a 4 log K it +a 5 log G it + a 6 log A it + α i + λ t + ɛ pit (7) log r it = b 1 log T it + b 2 log K it + b 3 log L it + b 4 log K it +b 5 log G it + b 6 log A it + α i + λ t + ɛ rit (8) α i λ t ɛ pit ɛ rit With-in (7) b a 4
5 (7) Baltagi (2001) the error component two-stage least squares EC2SLS Hausman (1978) 1 2 Hausman Hausman p 5% 1% b b 1 (= ) (= ) 5
6 1999 a a 1 dp a 5 dt d log p d log t = a d log G 1 + a 5 d log t (9) 3 dg 3 dt dlngi dlnt GI 6
7 3.3.1 log GI it = c 1 log T it + c 2 log L it + b 3 log A it +α i + λ t + ɛ GIit (10) 10 Wassmmer 1993 = 3 Hausman d log G d log t a 1 1a a 5 1a d log p d log t Benefit view dg dt E = t P T B (11) E t PTB 7
8 de dt = t dp T B + P T B dt t dp T B = P T B + P T B P T B dt t dp T B = c 1 P T B dt de dt = (1 + d 1)P T B (12) 11 d d 1 d log GI d log t = dgi t GI dt = dg t de de GI dt E dgi de de dt 12 d log GI 9 d log t a a t GI d log p d log t 0.1 Benefit view 8
9 4 New view Wassmmer (1993)
10 A [1] 2002 Discussion Paper USM [2] pp [3] pp
11 [4] [5] pp [6] pp [7] [8] (2003b) 169 pp [9] (2003a) 171 pp [10] pp.3-26 [11] Baltagi, B. H. (2001)Econometric Analysis of Panel Data, 2nd ed., Chichester: John Wiley & Sons. [12] Carroll, R. J. and J. Yinger. (1994) Is the Property Tax is a Benefit Tax? The Case of Rental Housing, National Tax Journal vol 47 (2), pp [13] Hausman, J. A. (1978) Specification Tests in Econometrics, Econometrica, 46, pp [14] Wassmer, R. W. (1993) Property Taxation, Property Base, and Property Value: an Empirical Test of the New View, National Tax Journal vol 46 (2), pp
12 1a: ( ) = =188 independent variable Fixed Random log T it (0.046) (0.044) log H it (0.567) (0.293) log L it (0.491) (0.139) log K it (0.076) (0.058) log G it (0.186) (0.107) log OW N it (0.566) (0.329) log P OP it (1.115) (0.265) log DENSIT Y it (0.824) (0.048) Hausman chi2(8)=59.39 p ) 1% 5% 10% 1b: ( ) = =141 independent variable Fixed Random log T it (0.135) (0.078) log H it (1.534) (0.352) log L it (0.940) (0.149) log G it (0.457) (0.144) log OW N it (0.934) (0.376) log P OP it (2.234) (0.337) log DENSIT Y it (1.050) (0.055) Hausman chi2(8)=31.58 p ) 1% 5% 10% =log T it log G it log H it =log P T B it 1 log T it 1 log G it 1 log H it 1 log L it log K it log OW N it log P OP it log DENSIT Y it 12
13 2a: ( ) = =188 independent variable Fixed Random log T it (0.029) (0.034) log H it (0.355) (0.232) log L it (0.308) (0.110) log K it (0.048) (0.045) log G it (0.117) (0.084) log OW N it (0.355) (0.260) log P OP it (0.699) (0.209) log DENSIT Y it (0.517) (0.038) Hausman chi2(8)=34.17 p ) 1% 5% 10% 2b: ( ) = =141 independent variable Fixed Random log T it (0.034) (0.036) log H it (0.625) (0.247) log L it (0.491) (0.114) log K it (0.068) (0.053) log G it (0.224) (0.100) log OW N it (0.451) (0.278) log P OP it (1.012) (0.225) log DENSIT Y it (0.565) (0.041) Hausman chi2(8)=8.88 p ) 1% 5% 10% =log G it,log H it =log r it 1 log G it 1 log T it log H it 1 log L it log K it log OW N it log P OP it log DENSIT Y it 13
14 3: = =188 independent variable Fixed Random log T it (0.029) (0.047) log L it (0.247) (0.116) log S it (0.125) (0.070) log P OP it (1.529) (0.130) log DENSIT Y it (1.312) (0.064) Hausman chi2(5)=61.63 p ) 1% 5% 10% 4: = =188 independent variable Fixed Random log T it (0.035) (0.039) log H it (0.434) (0.275) log L it (0.376) (0.131) log K it (0.058) (0.528) log G it (0.143) (0.099) log OW N it (0.434) (0.307) log P OP it (0.854) (0.248) log DENSIT Y it (0.632) (0.046) Hausman chi2(8)=55.44 p ) 1% 5% 10% 14
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