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When confronting an economic model with data, one is typically faced with the problem that some of the important variables in the model are unobservable.� Rather than transforming the model into a different one that describes only the relationship among the observable variables, this research studies identification and estimation of the original model.� The resulting model will typically be more complex, because it includes unobservable variables in nonlinear and possible nested ways.� On the other hand, because the unobservable variables have economic content, one can exploit the properties that the economic model implies on those variables.
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Some papers:
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Blundell, R., D. Kristensen, and R.L. Matzkin (2020) �Individual Counterfactuals in Nonseparable Models with Unobserved Heterogeneity,� (revision of CWP60/17).
Matzkin, R.L. (2019) "Constructive Identification in Some Nonseparable Discrete Choice Models,� Journal of Econometrics, 2019, Vol. 211 (1), p. 83-103. (Abstract)
Matzkin, R.L. (2016) "On Independence Conditions in Nonseparable Models: Observable and Unobservable Instruments,� Journal of Econometrics, 2016, Vol. 191(2), p. 302-311. (Abstract)
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. (Abstract)
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. (2007) �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.
Altonji, J. and R.L. Matzkin (2005) �Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors,� Econometrica, 2005, Vol. 73, No. 3, 1053-1102.
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.
Matzkin, R.L. (1991), �A Nonparametric Maximum Rank Correlation Estimator� in Barnett, J. Powell, and G. Tauchen (eds.) Nonparametric and Semiparametric Methods in Econometrics and Statistics, Cambridge: Cambridge University Press.
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Current work and papers under revision:
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�Identification in Nonparametric Multivariate Hedonic Models,� presented at From Theory to Statistics to Empirics: An Econometrics Conference in Honor of James Heckman (University of Chicago, August 2019) and at Counterfactuals with Economic Statistics (Western University, Canada, 2019)
�Nonseparable Models� for Handbook of Econometrics, Vol. 7b.
�Multidimensional Unobservables in Nonparametric Hedonic Models�
�Estimation of Homogeneous Simultaneous Equations Models,� presented at the conference in honor of Jerry Hausman, 2015.
�Heterogeneous Collective Demand: Exploring Differential Generosity within Elderly Couples,� with Javier Perez-Estrada
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