Abstract
The interplay between economic theory and econometrics comes to its full force when analysing structural models. These models are used in industrial organization, marketing, public finance, labour economics and many other fields in economics. Structural econometric methods make use of the behavioural and equilibrium assumptions specified in economic models to define a mapping between the distribution of the observable variables and the primitive functions and distributions that are used in the model. Using these methods, one can infer elements of the model, such as utility and production functions, that are not directly observed. This allows one to predict behaviour and equilibria outcomes under new environments and to evaluate the welfare of individuals and profits of firms under alternative policies, among other benefits.
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Matzkin, R.L. (2010). Nonparametric Structural Models. In: Durlauf, S.N., Blume, L.E. (eds) Microeconometrics. The New Palgrave Economics Collection. Palgrave Macmillan, London. https://doi.org/10.1057/9780230280816_20
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DOI: https://doi.org/10.1057/9780230280816_20
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