The Resource Structural econometric models, edited by Eugene Choo, University of Calgary, Calgary, Canada, Matthew Shum, California Institute of Technology, Pasadena, CA, USA

Structural econometric models, edited by Eugene Choo, University of Calgary, Calgary, Canada, Matthew Shum, California Institute of Technology, Pasadena, CA, USA

Label
Structural econometric models
Title
Structural econometric models
Statement of responsibility
edited by Eugene Choo, University of Calgary, Calgary, Canada, Matthew Shum, California Institute of Technology, Pasadena, CA, USA
Contributor
Author
Editor
Subject
Language
eng
Summary
This volume of Advances in Econometrics focuses on recent developments in the use of structural econometric models in empirical economics. The papers in this volume are divided in to three broad groups. The first part looks at recent developments in the estimation of dynamic discrete choice models. This includes using new estimation methods for these models based on Euler equations, estimation using sieve approximation of high dimensional state space, the identification of Markov dynamic games with persistent unobserved state variables and developing test of monotone comparative static in models of multiple equilibria. The second part looks at recent advances in the area empirical matching models. The papers in this section look at developing estimators for matching models based on stability conditions, estimating matching surplus functions using generalized entropy functions, solving for the fixed point in the Choo-Siow matching model using a contraction mapping formulation. While the issue of incomplete, or partial identification of model parameters is touched upon in some of the foregoing chapters, two chapters focus on this issue, in the context of testing for monotone comparative statics in models with multiple equilibria, and estimation of supermod- ular games under the restrictions that players' strategies be rationalizable. The last group of three papers looks at empirical applications using structural econometric models. Two application applies matching models to solve en- dogenous matching to the loan spread equation and to endogenize marriage in the collective model of intrahousehold allocation. Another applications looks at market power of condominium developers in the Japanese housing market in the 1990s
Member of
Cataloging source
IDEBK
Dewey number
330.01/5195
Illustrations
illustrations
Index
no index present
LC call number
HB141
LC item number
.S77 2013eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advances in econometrics,
Series volume
volume 31
Label
Structural econometric models, edited by Eugene Choo, University of Calgary, Calgary, Canada, Matthew Shum, California Institute of Technology, Pasadena, CA, USA
Publication
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
mixed
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Euler equations for the estimation of dynamic discrete choice structural models -- Approximating high-dimensional dynamic models: sieve value function iteration -- Identifying dynamic games with serially correlated unobservables -- Partial identification in two-sided matching models -- Identification of matching complementarities: a geometric viewpoint -- Comparative static and computational methods for an empirical one-to-one transferable utility matching model -- A test for monotone comparative statics -- Estimating supermodular games using rationalizable strategies -- Estimation of the loan spread equation with endogenous bank-firm matching -- The collective marriage matching model: identification, estimation, and testing -- Deflation in durable goods markets: an empirical model of the Tokyo condominium market -- A dynamic analysis of the U.S. cigarette market and antismoking policies
Control code
ocn867819223
Dimensions
unknown
Edition
First edition
Extent
1 online resource (xiii, 432 pages)
Form of item
online
Isbn
9781306291231
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
560374
http://library.link/vocab/recordID
.b29701533
Specific material designation
remote
System control number
  • (OCoLC)867819223
  • pebcs1306291232

Library Locations

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