Equilibrium Models

Jenkins, M., P. Liu, R.L. Matzkin, and D.L. McFadden (2020) "The Browser War – Analysis of Markov Perfect Equilibrium in Markets with Dynamic Demand Effects,” Journal of Econometrics, forthcoming.

Matzkin, R.L. (2019) "Constructive Identification in Some Nonseparable Discrete Choice Models,” Journal of Econometrics, 2019, Vol. 211 (1), p. 83-103.

Blundell, R., D. Kristensen, and R.L. Matzkin (2017) “Individual Counterfactuals in Nonseparable Models with Unobserved Heterogeneity,” CWP60/17

Matzkin, R.L. (2015) "Estimation of Nonparametric Models with Simultaneity," Econometrica, Vol. 83, No. 1, 1-66.

Blundell, R. and R.L. Matzkin (2014) "Control Functions in Nonseparable Simultaneous Equations Models," Quantitative Economics, Vol. 5, No. 2, 271-295.

Matzkin, R.L. (2013) "Nonparametric Identification in Structural Economic Models," Annual Review of Economics, Vol. 5, 457-486.

Matzkin, R.L. (2012) “Identification of Limited Dependent Variable Models with Simultaneity and Unobserved Heterogeneity,” Journal of Econometrics, Vol. 166, No. 1, 106-115.

Heckman, J.J, R.L. Matzkin, and L. Nesheim (2010) “Nonparametric Identification and Estimation of Nonadditive Hedonic Models,” Econometrica, Vol. 78, No. 5, 1569-1591.

Matzkin, R.L. (2008)Identification in Nonparametric Simultaneous Equations,” Econometrica, Vol. 76, No. 5, 945-978.

Matzkin, R.L. (2008) “Non-parametric Structural Models” in The New Palgrave Dictionary in Economics, edited by S. Durlauf and L. Blume, Macmillan.  Reprinted in Microeconometrics (2010), edited by S. Durlauf and L. Blume, Macmillan.

Matzkin, R.L. (2007) “Nonparametric Identification,” Chapter 73 in Handbook of Econometrics, Vol. 6b, edited by J.J. Heckman and E.E.  Leamer, Elsevier B.V., 5307-5368. 

Matzkin, R.L. (2007) “Heterogeneous Choice,” in Advances in Economics and Econometrics, Theory and Applications, Ninth World Congress of the Econometric Society, edited by R. Blundell, W. Newey, and T. Persson, Cambridge University Press, 75-110.

Matzkin, R.L. (2005)  “Identification of Consumers Preferences When Their Choices Are Unobservable,” in Economic Theory, Vol. 26, No. 2, p. 423-443. Reprinted in Rationality and Equilibrium – A Symposium in Honor of Marcel K. Richter, edited by C.D. Aliprantis, R.L. Matzkin, D. McFadden, J. Moore, and Nicholas Yannelis, Springer Verlag.

Heckman, J.J., R.L. Matzkin and L. Nesheim (2005)  "Simulation and Estimation of Hedonic Models,”  in Frontiers in Applied General Equilibrium, edited by T. Kehoe, T.N. Srinivasan, and J. Whalley. Cambridge: Cambridge University Press.

Brown, D.J. and R.L. Matzkin (1996) "Testable Restrictions on the Equilibrium Manifold," Econometrica, Vo. 64, No. 6, leading article.