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.