论文标题
识别具有固定效果的时变转换模型，并应用于资源共享中未观察到的异质性
Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares
论文作者
论文摘要
我们提供了新的结果，显示了一类固定T面板模型的识别，其中响应变量是未知的，弱单调的，固定效应的潜在线性索引，回归器和误差项的不知名术语，是从未知的固定分布中得出的。我们的结果确定了转换，回归器的系数以及固定效应分布的特征。然后，我们开发一个全持久的跨期集体家庭模型，其中隐含的数量需求方程是线性索引的时变函数。该指数相等的登录资源份额中的固定效果定义为每个家庭成员所享有的家庭支出的分数。使用孟加拉国数据，我们表明，妇女的资源份额随家庭预算而下降，而妇女资源份额的一半差异是由于未观察到的家庭级异质性。
We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a latent linear index of fixed effects, regressors, and an error term drawn from an unknown stationary distribution. Our results identify the transformation, the coefficient on regressors, and features of the distribution of the fixed effects. We then develop a full-commitment intertemporal collective household model, where the implied quantity demand equations are time-varying functions of a linear index. The fixed effects in this index equal logged resource shares, defined as the fractions of household expenditure enjoyed by each household member. Using Bangladeshi data, we show that women's resource shares decline with household budgets and that half of the variation in women's resource shares is due to unobserved household-level heterogeneity.
