Nonparametric Identification in Structural Economic Models

Rosa Matzkin

Annual Review of Economics, 2013, vol. 5, issue 1, 457-486

Abstract: Structural economic models allow one to analyze counterfactuals when economic systems change and to evaluate the well-being of economic agents. A key element in such analysis is the ability to identify the primitive functions and distributions of the economic models that are employed to describe the economic phenomena under study. Recent developments have provided ways to achieve identification of these primitive functions and distributions without imposing parametric restrictions. In this article, I consider a small set of stylized models and provide insight into some of the approaches that have been taken to develop nonparametric identification results in those models.

Keywords: nonseparable models; independence; endogeneity; simultaneous equations; control function; instrumental variables (search for similar items in EconPapers)
JEL-codes: C21 C23 C26 C31 C36 C51 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (46)

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