Nonparametric Identification in Structural Economic Models
介绍结构经济模型中不依赖参数假设的识别方法,通过几个典型模型展示如何识别基本函数和分布,帮助分析经济系统变化时的反事实情景和福利评估。
Structural economic models allow one to analyze counterfactuals when economic systems change and to evaluate the well-being of economic agents. A key element in such analysis is the ability to identify the primitive functions and distributions of the economic models that are employed to describe the economic phenomena under study. Recent developments have provided ways to achieve identification of these primitive functions and distributions without imposing parametric restrictions. In this article, I consider a small set of stylized models and provide insight into some of the approaches that have been taken to develop nonparametric identification results in those models.