Shape Restrictions in Nonparametric Methods

Equilibrium and individual behavior impose restrictions on economic functions and distributions. One line of my research on this topic has been aimed at developing methods that make use of the restrictions of economic theory to relax ad-hoc, typically parametric, restrictions. Another line of my research on this topic has been aimed at discovering new theoretical restrictions, and making use of them to develop tests to determine whether a give data could have been generated from a specific model.

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. (2008) “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.

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.

Briesch, R., P. Chintagunta, and R.L. Matzkin (2002), “Semiparametric Estimation of Choice Brand Behavior,” Journal of the American Statistical Association, Vol. 97, No. 460, Applications and Case Studies, p. 973-982.

Brown, D.J. and R.L. Matzkin (1998) “Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Damand,” CFDP #1175.

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

Matzkin, R.L. (1994), “Restrictions of Economic Theory in Nonparametric Methods,” Handbook of Econometrics, Vol. 4, edited by C.F. Engel and D.L. McFadden, Elsevier.

Matzkin, R.L. (1993) “Nonparametric Identification and Estimation of Polychotomous Choice Models,” Journal of Econometrics, Vol. 58.

Matzkin, R.L. (1992) “Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold Crossing Models”, Econometrica, Vol. 60, No. 2, p. 239.

Matzkin, R.L. (1990) “Least-concavity and the Distribution-Free Estimation of Nonparametric Concave Functions,”  CFDP #958, Yale University.