Labeaga J M
U.N.E.D. and Fundación Empresa Pública, Madrid, Spain.
Health Econ. 1993 Jul;2(2):103-12. doi: 10.1002/hec.4730020204.
This paper considers estimators of tobacco demand equations using Becker and Murphy's model of addiction with a complete panel of households for Spain. With these tools, we face two main problems: first, the endogeneity of past and future consumption and, second, the limited-dependent variable. To control these problems simultaneously is difficult and we proceed to confront them separately. We follow an instrumental variable approach (which also allows us to control for measurement errors in variables and non-independent effects) to tackle the first and we use a consistent within-group procedure to obtain the parameter vector of the structural form, once we have estimated T-Tobit models for the reduced form in order to deal with the limited-dependent variable problem.
本文利用贝克尔和墨菲的成瘾模型，对西班牙家庭的完整面板数据进行分析，研究烟草需求方程的估计量。利用这些工具，我们面临两个主要问题：第一，过去和未来消费的内生性；第二，受限因变量。要同时控制这些问题很困难，因此我们分别进行处理。对于第一个问题，我们采用工具变量法（该方法还能让我们控制变量中的测量误差和非独立效应）；对于受限因变量问题，我们在估计简化形式的Tobit模型后，使用一致的组内程序来获得结构形式的参数向量。
