• 노동경제논집
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• 제40권3호
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• pp.105-131
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• 2017

이 연구는 정부의 진보성을 도구변수로 이용하여 한국의 최저임금이 고용에 미치는 영향을 분석하였다. 최저임금의 고용효과를 일반적인 최소자승추정법으로 회귀분석하면 변수들 간의 내생성으로 인하여 진정한 효과가 상향 편의될 수 있다. 따라서 적절한 도구변수를 이용하여 내생성을 제거한 인과 관계를 분석할 필요가 있다. 도구변수를 이용한 분석 결과 최저임금 인상률의 증가는 고용을 감소시키는 것으로 나타났다. 이와 같은 최저임금 인상에 따른 음(-)의 고용효과는 신고전학파 경제학에서 예측하는 결과와 부합되는 것이기도 하다.

• Journal of Preventive Medicine and Public Health
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• 제40권6호
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• pp.495-504
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• 2007

Objectives : This study attempts to show how studies using non-experimental data can strengthen causal inferences by applying propensity score and instrumental variable methods based on the counterfactual framework. For illustrative purposes, we examine the effect of having private health insurance on the probability of experiencing at least one hospital admission in the previous year. Methods : Using data from the 4th wave of the Korea Labor and Income Panel Study, we compared the results obtained using propensity score and instrumental variable methods with those from conventional logistic and linear regression models, respectively. Results : While conventional multiple regression analyses fail to identify the effect, the results estimated using propensity score and instrumental variable methods suggest that having private health insurance has positive and statistically significant effects on hospital admission. Conclusions : This study demonstrates that propensity score and instrumental variable methods provide potentially useful alternatives to conventional regression approaches in making causal inferences using non-experimental data.

• 가정과삶의질연구
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• 제16권4호
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• pp.83-83
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• 1998

The purpose of this study is to investigate interpersonal support, tension in lifechanges & satisfaction. The selected sample is composed of 387 housewives in ChongJoo city. SAS pc program was used for the statistical analysis of the data. Data was analyzed by frequency, F-test, percentage, mean, Duncan's Multiple Range Test, Pearson's correlation coefficient, Regression Analysis. Major findings as follows: 1)At wedding & funeral ceremony, kin networks of her parents & parents-in law side were variables to have influence on tension in life changes. And the number of social organization participated were a variable to have influence on the satisfaction. The age of couple, education of couple, duration of marriage, income, family lifecycle, the number of children, pattern of family were variables to influence tension in life changes, but were not variables to influence on the satisfaction. 2) At usual or wedding & funeral ceremony, kin networks of her parents side were variables to influence on instrumental & companionship support. And the number of friends was a variable to influence on companionship & informational support. The number of neighbors was a variable to influence on instrumental, companionship & informational support. The number of social organization participated was a variable to influence on companionship & emotional support. The age of couple, education of couple,income, duration of marriage, family life cycle, number of children, family size, family type were variables to influence on interpersonal support. 3)The relationship between tension and satisfaction in life changes was negative, and between instrumental support and satisfaction was negative also. But between companionship support and satisfaction was positive relationship and between tension of personal &social life and instrumental support was positive relationship. The relationship between tension of marriage life and companionship support was negative and between tension of family life and information support was negative relationships. The received companionship support was lower tension in life changes than not received it. But the received instrumental support was higher tension of personal & social life. The received companionship & informational support was higher satisfaction than not received them. But the received instrumental support was lower satisfaction than not received it. 4) Instrumental & companionship support, at usual kin network of her parents in taw side, at wedding & funeral ceremony kin network of her parents side,were variables to influence on tension in life changes. Instrumental, companionship& informational support, at wedding & funeral ceremony kin network of her parents side, were variables to influence on the satisfaction

• 노동경제논집
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• 제44권2호
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• pp.33-69
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• 2021

본 연구는 2010~2018년 기간 동안의 16개 시도 지역 패널데이터를 구축하여 내외국인근로자의 고용관계를 추정한다. 산업별(제조업과 건설업), 규모별(5~29인, 5~99인, 5~299인 그리고 5인 이상) 분석을 시도하고 외국인근로자의 내생성을 통제하기 위하여 지역 내 외국인근로자의 출신 국가 점유율(Foreigner's Concentration Index: FCI)을 도구변수로 사용한다. 최종적으로는 외국인근로자의 내생성을 고려하지 않는 패널 GLS와 이를 고려한 도구변수법의 결과를 비교한다. 분석 결과, 패널 GLS 분석에서는 내외국인근로자 사이에 보완관계가 확인되었다. 그러나 도구변수법에서는 내외국인근로자의 고용관계가 통계적으로 유의하지 않았지만, 정(+)에서 부(-)로 바뀌었으며, 제조업과 건설업을 결합한 분석에서는 통계적으로 유의한 대체관계가 나타났다. 본 연구는 내외국인근로자의 고용관계를 추정하는 데 있어서 내생성 통제 여부의 중요성을 확인하고 이를 통제하기 위해 도구변수를 국내 최초로 고안했다는 점에서 높은 평가를 받을 수 있다.

• 대한전기학회논문지
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• 제35권10호
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• pp.438-444
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• 1986

The signal can be modeled as a linear combination of its past values and present and past values of a hypothetical input to system whose output is given signal. Using this model spectral estimation problem can be reduced to estimate the ARMA parameters. This paper presents recursive modified instrumental variable algorithm which can estimate AR and MA parameters. For more accurate estimation, overdetermined modified IV algorithm is also derived. Computer simulations are presented to illustrate the above methods.

• 한국정보통신학회논문지
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• 제3권4호
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• pp.907-914
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• 1999

This paper studies on the model identification of electro-hydraulic servo systems, which are composed of servo valves, double-rod cylinder and load mass. The identified plant is described as a discrete-time ARX or ARMAX model which is respectively obtained from the identification algorithms of least square error method, instrumental variable method and prediction error method. where a nominal model and the variation of model parameters are quantitatively evaluated.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.31-39
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• 2001

For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.707-711
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• 2009

We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

• 대한전기학회논문지
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• 제35권4호
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• pp.156-162
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• 1986

The last few years have seen a rapid development of so-called lattice algorithms for the fast solution of finite date algorithms. So far, most of the work on ladder form has been done for the prewindowed case. In this paper, the covariance lattice algorithm for instrumental variable recusions is presented. This algorithm can be used in various areas of adaptive signal processing, spectral estimation and system identification. The behavior of the proposed algorithm is illustrated by some simulation results for spectral estimation.