Nonseparable Models

 

When confronting an economic model with data, one is typically faced with the problem that some of the important variables in the model are unobservable.  Rather than transforming the model into a different one that describes only the relationship among the observable variables, this research studies identification and estimation of the original model.  The resulting model will typically be more complex, because it includes unobservable variables in nonlinear and possible nested ways.  On the other hand, because the unobservable variables have economic content, one can exploit the properties that the economic model implies on those variables.

 

Some papers:

 

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. (2016) "On Independence Conditions in Nonseparable Models: Observable and Unobservable Instruments,” Journal of Econometrics, 2016, Vol. 191(2), p. 302-311.

 

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.

 

Blundell, R., D. Kristensen, and R.L. Matzkin (2014) “Bounding Quantile Demand Functions using Revealed Preference Inequalities," Journal of Econometrics, Vol. 179, No. 2, 112-127.

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. (2007)Identification in Nonparametric Simultaneous Equations,” Econometrica, Vol. 76, No. 5, 945-978.

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)Nonparametric Survey Response Errors,” International Economic Review, No. 48, No. 4, 1411-1427.

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.

Altonji, J. and R.L. Matzkin (2005) “Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors,” Econometrica, 2005, Vol. 73, No. 3, 1053-1102.

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.

 

Matzkin, R.L. (2003), “Nonparametric Estimation of Nonadditive Random Functions,” Econometrica, Vol. 71, No. 5, p. 1339-1375.

 

Matzkin, R.L. (1991), “A Nonparametric Maximum Rank Correlation Estimator” in Barnett, J. Powell, and G. Tauchen (eds.) Nonparametric and Semiparametric Methods in Econometrics and Statistics, Cambridge: Cambridge University Press.