橡同居選択における所得の影響（DP原稿）.PDF
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3 (1986) - 1 -
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5 (1986) Ohtake (1991) (1993) (1994) (1996) (1997) (1997) Hayashi (1997) (1999) 60 Ohtake (1991) 86 (1996) 89 (1997) 92 (1999) 95 (1993) (1986) Hayashi (1997) 90 (1994) (1997) (1) [1994] [1997] [1999] (2) [1996] [1997] Hayashi [1997] (3) [1986] (4) Ohtake[1991] (5) [1997]
![(1986) 79 84 Hayashi (1997) 90 (1994) 83 92 (1997) (1) [1994] [1997] [1999]](/docs-images/42/22887509/images/page_5.jpg "(2) [1996] [1997] Hayashi [1997] (3) [1986] (4) Ohtake[1991] (5) [1997] 1 1")
6 (1986) Ohtake (1991) (1994) (1993) (1994) Ohtake (1991) (1996) (1997) (1997) (1999) Hayashi (1997) 79 (1994) (1996) (1997) (1996) (1997) (1999) - 4 -
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8 2 2 (1986) Hayashi (1997) (1999) Hayashi (1997) (1999) (1986) - 5 -
9 Kotlikoff and Morris (1990) 3 U U( ) U U U U U (1)
10 4 (1) (1) y y y * 1 * p + α2 yk + α3 1 ε1 (2) = α y x + y = 1 ( y * > 0) y = 0 ( y * 0) (2) y * k = β y + β x (3) 1 p (3) (2) * y = ( α 1 + α2β1) y p + α2 β2x2 + α2 x1 + ε1 (4) 4 Bernheim Shleifer and Summers (1985) - 7 -
11 * a φ( β) E[ y p y > 0] = µ p + σ0 2 (5a) a Φ( β) * a φ( β) E[ y p y 0] = µ p σ0 2 (5b) a + 1 Φ( β) 2 σ ( aσ ) 1 (6a) 0 = p + a = α + α (6b) 1 2β1 aµ β p + b = (6c) σ 0 b = α + (6d) 2β2x2 α3x1 Hayashi, Ando and Ferris (1988) (2000) (5) (6b) α + α β < ( α 1 > 0) α 2 β 1-8 -
12 (3) y * k = β 1y p + β2x2 + ε2 (7) (7) y y k k = y = 0 * k ( y ( y * * > 0) 0) (8) (2) (7) (8) Amemiya (1985) type II Tobit (7) (2) (7) Heckman (1976) (7) (2) y * = γ x + υ (9) (2) (7) (9) probit Mills Mills (7) (2) (2) probit - 9 -
13 (1) (2) (3) (4) 1 1 (5) 1 (6) (7) 2 (8)
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15 Mills [7] Mills [2]
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21 6 (1997) (1997) Ohtake (1991) 95 (1999)
22 (1) (2) 3.1 Borsch-Supan et. al. (1992) Kotlikoff and Morris (1990)
23 - 15 -
24 1 2 7 A-1 A-2 (3) y y Mulligan (1997) A-2 (7)
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27 Amemiya, Takeshi (1984), Tobit Models: A Survey, Journal of Econometrics, Vol. 24, Nos. 1/2, January/February, pp (1986) Bernheim, B. Douglas, Andrei Shleifer and Lawrence H. Summers (1985), The Strategic Bequest Motive, Journal of Political Economy, Vol. 93, No. 6, December, pp Börsch-Supan, Axel, Vassilis Hajivassiliou, Laurence J. Kotlikoff and John N. Morris (1992), Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors, in David A. Wise ed., Topics in the Economics of Aging, Chicago: The University of Chicago Press, pp (1999) 3-29 (2000) Hayashi, Fumio (1997), Understanding Saving: Evidence from the United States and Japan, Cambridge, MA: MIT Press. Hayashi, Fumio, Albert Ando and Richard Ferris (1988), Life Cycle and Bequest Saving: A Study of Japanese and U.S. Household Based on Data for the 1984 NSFIE and 1983 Survey of Consumer Finances, Journal of the Japanese and International Economies, Vol. 2, No. 4, December, pp 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, Vol. 5, No. 4, Fall, pp (1994) Kotlikoff, Laurence J. and John N. Morris (1990), Why Don t the Elderly Live with Their Children? A New Look, in David A. Wise ed., Issues in the Economics of Aging, Chicago: The University of Chicago Press, pp
28 Mulligan, Casey B. (1997), Parental Priorities and Economic Inequality, Chicago: The University of Chicago Press. Ohtake, Fumio (1991), Bequest Motives of Aged Households in Japan, Ricerche Economiche, Vol. 45, Nos. 2/3, April/September, pp (1996) (1997) (1993) (1997)
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