STRUCTURAL ECONOMETRIC MODELING: …

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Chapter 64STRUCTURAL ECONOMETRIC MODELING: RATIONALES AND EXAMPLES FROM INDUSTRIALORGANIZATIONPETER C. REISSGraduate School of Business, Stanford University, Stanford, CA 94305-5015, A. WOLAKDepartment of Economics, Stanford University, Stanford, CA 94305-6072, Introduction42812. STRUCTURAL models defined42823. Constructing STRUCTURAL Sources of Why add structure? Evaluating structure single equation Evaluating structure simultaneous equation The role of nonexperimental data in STRUCTURAL modeling43014. A framework for STRUCTURAL ECONOMETRIC models in The economic The stochastic Unobserved heterogeneity and agent Optimization Measurement Steps to STRUCTURAL model epilogue43145. Demand and cost function estimation under imperfect Using price and quantity data to diagnose The economic Environment and primitives4317Handbook of econometrics , Volume 6ACopyright 2007 Elsevier All rights reservedDOI: (07) Reiss and Behavior and The stochastic Summary43246.

Ch. 64: Structural Econometric Modeling 4281 1. Introduction The founding members of the Cowles Commission defined econometrics as: “a branch of economics in which economic theory and statistical method are fused in the analysis

  Introduction, Modeling, Structural, Econometrics, Structural econometric modeling