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特集 社会科学の実証的方法論 : データと統計分析の観点から, Featured Theme：Empirical Methodologies in Social Science: From Perspectives of Data and Statistical Analyses

製品差別化された企業による寡占市場の場合、企業の費用関数の推定において、製品の観測されざる品質が費用に与える影響は一般的に推定が難しい。それは、費用関数の中に製品の観測されざる品質と費用ショックがあり、それらが相関関係にあるとき費用関数の推定においてバイアスが生じるが、製品差別化された寡占市場において通常用いられる操作変数では、このような内生問題を解決できない。 そこで、本論文では近年Byrne et al. (2020), 今井、菊地、田中（2018) において開発された、操作変数を用いない需要関数、準費用関数の識別・推定方法をさらに拡張し、費用関数の中に製品の観測されざる品質が変数として入っていても、操作変数を用いずに識別・推定を行えることを証明する。

We propose a new methodology for estimating demand and cost functions of differentiated products models when demand and cost data are available. The method deals with the endogeneity of prices to demand shocks and the endogeneity of outputs to cost shocks by using cost data. We establish identification, consistency and asymptotic normality of our two-step Sieve Nonlinear Least Squares (SNLLS) estimator for the commonly used logit and BLP demand function specification. Using Monte-Carlo experiments, we show that our method works well in contexts where commonly used instruments are correlated with demand and cost shocks and thus biased. We also apply our method to the estimation of deposit demand in the US banking industry.

Persistent gender gaps characterize labor markets in many African countries. Utilizing Eswatini's first three labor market surveys (conducted in 2007, 2010, and 2013), this paper provides first systematic evidence on the country's gender gaps in employment and earnings. We find that women have notably lower employment rates and earnings than men, even though the global financial crisis had a less negative impact on women than it had on men. Both unadjusted and unexplained gender earnings gaps are higher in self-employment than in wage employment. Tertiary education and urban location account for a large part of the gender earnings gap and mitigate high female propensity to self-employment. Our findings suggest that policies supporting female higher education and rural-urban mobility could reduce persistent inequalities in Eswatini's labor market outcomes as well as in other middle-income countries in southern Africa.

We examine the ability of immigrants to transfer the occupational human capital they acquired prior to immigration. We first augment a model of occupational choice to study the implications of language proficiency on the cross-border transferability of occupational human capital. We then explore the empirical predictions using information about the skill requirements from the O*NET and a unique dataset that includes both the last source country occupation and the first four years of occupations in Canada. We supplement the analysis using Census estimates for the same cohort with source country occupational skill requirements predicted using detailed human capital related information such as field of study. We find that male immigrants to Canada were employed in source country occupations that typically require high levels of cognitive skills, but rely less intently on manual skills. Following immigration, they find initial employment in occupations that require the opposite. Consistent with the hypothesized asymmetric role of language in the transferability of previously acquired cognitive and manual skills, these discrepancies are larger among immigrants with limited language fluency.