Identifying Structural Equations with Single Market Data
证明，来自单一非线性价格市场的数据与大量潜在结构方程一致；通过限制结构方程的函数形式，可利用边际价格的非线性识别单个成员的参数，但需谨慎使用，因为真实供需函数形状未知。
This paper demonstrates that the data from a single market with nonlinear prices are consistent with a large set of underlying structural equations. By restricting the permitted functional form of the structural equations, the nonlinearity of marginal prices can be used to identify the price and shift parameters of a single member from the set. The identification approach must be used with great caution, however, because the true shape of supply and demand functions is often unknown and so the necessary restrictions may be unjustified.