IDEAS home Printed from https://ideas.repec.org/p/crs/wpaper/2006-04.html
   My bibliography  Save this paper

Modélisation dynamique de la participation au marché du travail des femmes en couple

Author

Listed:
  • Cyriaque Edon

    (Crest)

  • Thierry Kamionka

    (Crest)

Abstract

We consider a dynamic model for the participation decision to thelabour market of the women who live in couple.We estimate a dynamicprobit model with random effects using the french part of the Europanel,for the period going from 1994 to 2001 and using a simulatedmaximum likehood estimator. These estimates are made on a monthlyand an annual basis taking into account the initial conditions problem.The decision of participation of the women who live in couple dependson the individual characteristics and is characterized by a significantstate dependence. The unobserved components of heterogeneity play acentral role in the dynamics of the participation to the labour market.This unobserved heterogeneity reflect differences in the preferences relativeto the arbitrage between consumption and leisure. We find thatthe error terms of the model are negatively correlated. Moreover, weshow the importance of the permanent income component in the participationdecision.

Suggested Citation

  • Cyriaque Edon & Thierry Kamionka, 2006. "Modélisation dynamique de la participation au marché du travail des femmes en couple," Working Papers 2006-04, Center for Research in Economics and Statistics.
  • Handle: RePEc:crs:wpaper:2006-04
    as

    Download full text from publisher

    File URL: http://crest.science/RePEc/wpstorage/2006-04.pdf
    File Function: Crest working paper version
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Zvi Eckstein & Kenneth I. Wolpin, 1990. "On the Estimation of Labour Force Participation, Job Search, and Job Matching Models Using Panel Data," Palgrave Macmillan Books, in: Yoram Weiss & Gideon Fishelson (ed.), Advances in the Theory and Measurement of Unemployment, chapter 4, pages 82-112, Palgrave Macmillan.
    2. Keane, Michael P, 1994. "A Computationally Practical Simulation Estimator for Panel Data," Econometrica, Econometric Society, vol. 62(1), pages 95-116, January.
    3. Heckman, James J & Willis, Robert J, 1977. "A Beta-logistic Model for the Analysis of Sequential Labor Force Participation by Married Women," Journal of Political Economy, University of Chicago Press, vol. 85(1), pages 27-58, February.
    4. Buchinsky, Mosche & Kramarz, Francis & Fougère, Denis & Kamionka, Thierry & Beffy, Magali, 2006. "The Returns to Seniority in France (and Why are They Lower than in the United States?)," CEPR Discussion Papers 5486, C.E.P.R. Discussion Papers.
    5. Gauthier Lanot & Jean-Marc Robin, 1997. "Particpation des femmes au marché du travail en présence de taxation directe et de coûts de participation," Annals of Economics and Statistics, GENES, issue 48, pages 1-14.
    6. Stéfan Lollivier, 2001. "Les choix d'activité des femmes en couple : une approche longitudinale," Économie et Statistique, Programme National Persée, vol. 349(1), pages 125-140.
    7. Heckman, James J, 1993. "What Has Been Learned about Labor Supply in the Past Twenty Years?," American Economic Review, American Economic Association, vol. 83(2), pages 116-121, May.
    8. Dean R. Hyslop, 1999. "State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women," Econometrica, Econometric Society, vol. 67(6), pages 1255-1294, November.
    9. Denis Fougère & Thierry Kamionka, 1992. "Un modéle markovien du marché du travail," Annals of Economics and Statistics, GENES, issue 27, pages 149-188.
    10. Pierre-Andre Chiappori & Bernard Fortin & Guy Lacroix, 2002. "Marriage Market, Divorce Legislation, and Household Labor Supply," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 37-72, February.
    11. Denis Fougère & Thierry Kamionka, 2003. "Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 697-723.
    12. Gauthier Lanot & Jean-Marc Robin, 1997. "Participation des femmes au marché du travail en présence de taxation directe et de coûts de participation," Post-Print hal-03416304, HAL.
    13. repec:adr:anecst:y:1995:i:39:p:04 is not listed on IDEAS
    14. repec:adr:anecst:y:1992:i:27:p:06 is not listed on IDEAS
    15. James J. Heckman & Thomas MaCurdy, 1982. "Corrigendum on A Life Cycle Model of Female Labour Supply," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(4), pages 659-660.
    16. Stéfan Lollivier, 1995. "Activité des femmes mariées et hétérogénéité: Estimation sur données de panel," Annals of Economics and Statistics, GENES, issue 39, pages 93-106.
    17. repec:adr:anecst:y:1997:i:48:p:01 is not listed on IDEAS
    18. Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
    19. Arellano, Manuel, 2003. "Panel Data Econometrics," OUP Catalogue, Oxford University Press, number 9780199245291.
    20. James J. Heckman & Thomas E. Macurdy, 1980. "A Life Cycle Model of Female Labour Supply," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 47-74.
    21. Gourieroux, Christian & Monfort, Alain, 1993. "Simulation-based inference : A survey with special reference to panel data models," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 5-33, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Thomas Barnay & Julie Favrot & Catherine Pollak, 2015. "L'effet des arrêts maladie sur les trajectoires professionnelles," Économie et Statistique, Programme National Persée, vol. 475(1), pages 135-156.
    2. Thierry Kamionka & Guy Lacroix, 2018. "Homeownership, Labour Market Transitions and Earnings," Cahiers de recherche 1819, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    3. Arnaud Chéron & Guoqing Ding & Thierry Kamionka, 2008. "La relation entre le niveau du salaire perçu et les transitions d'emploi à emploi en France : une remise en cause des modèles de recherche d'emploi ? Suivi d'un commentaire de Thierry Kamionka," Économie et Statistique, Programme National Persée, vol. 412(1), pages 3-25.
    4. Thierry Kamionka, 2021. "Sporting Activity, Employment Status and Wage," Post-Print hal-03294084, HAL.
    5. Thierry Kamionka & Xavier VU NGOC, 2015. "Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme : une modélisation dynamique," Working Papers 2015-01, Center for Research in Economics and Statistics.
    6. Blasco, Sylvie & Crépon, Bruno & Kamionka, Thierry, 2012. "The Effects of On-the-job and Out-of-Employment Training Programmes on Labor Market Histories," CEPREMAP Working Papers (Docweb) 1210, CEPREMAP.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Troske, Kenneth R. & Voicu, Alexandru, 2010. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Labour Economics, Elsevier, vol. 17(1), pages 150-169, January.
    2. Akay, Alpaslan, 2007. "Monte Carlo Investigation of the Initial Values Problem in Censored Dynamic Random-Effects Panel Data Models," Working Papers in Economics 278, University of Gothenburg, Department of Economics.
    3. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
    4. Fernández-Val, Iván, 2009. "Fixed effects estimation of structural parameters and marginal effects in panel probit models," Journal of Econometrics, Elsevier, vol. 150(1), pages 71-85, May.
    5. Zvi Eckstein & Osnat Lifshitz, 2011. "Dynamic Female Labor Supply," Econometrica, Econometric Society, vol. 79(6), pages 1675-1726, November.
    6. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
    7. Pigini, Claudia & Presbitero, Andrea F. & Zazzaro, Alberto, 2016. "State dependence in access to credit," Journal of Financial Stability, Elsevier, vol. 27(C), pages 17-34.
    8. Manuel Arellano, 2003. "Discrete choices with panel data," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 423-458, September.
    9. Nielsen, Helena Skyt & Verner, Mette, 2006. "Why are Well-educated Women not Full-timers?," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2006(1), pages 43-74.
    10. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191, Emerald Group Publishing Limited.
    11. Stéfan Lollivier, 2001. "Les choix d'activité des femmes en couple : une approche longitudinale," Économie et Statistique, Programme National Persée, vol. 349(1), pages 125-140.
    12. Akay, Alpaslan, 2009. "The Wooldridge Method for the Initial Values Problem Is Simple: What About Performance?," IZA Discussion Papers 3943, Institute of Labor Economics (IZA).
    13. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    14. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
    15. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    16. Pierre-Carl Michaud & Konstantinos Tatsiramos, 2005. "Employment Dynamics of Married Women in Europe," Working Papers WR-273, RAND Corporation.
    17. repec:diw:diwwpp:dp538 is not listed on IDEAS
    18. Timothy Halliday, 2006. "Income Risk and Health," Working Papers 200612, University of Hawaii at Manoa, Department of Economics.
    19. Francesco Bartolucci & Claudia Pigini, 2017. "Granger causality in dynamic binary short panel data models," Working Papers 421, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    20. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
    21. Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:2006-04. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Secretariat General (email available below). General contact details of provider: https://edirc.repec.org/data/crestfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.