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My understanding of structural estimation follows the lines beautifully lectured by Christophe Taber (U. of Wisconsin):

  1. Identify the policy question to be answered
  2. Write down a model that can simulate policy
  3. Think about identification/data
  4. Estimate the model
  5. Simulate the policy counterfactual

Here is also a nice discussion about the difference between structural and reduced form estimations. What I am looking for are simple and practical examples of structural estimations. Code examples that I can work out using R, Stata and/or Matlab.

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    $\begingroup$ Have you thought about looking at papers published in the American Economic Review? The code is available online, and you can use their search engine if you want to focus on a specific field. $\endgroup$ – Oliv Feb 5 '16 at 11:16
  • $\begingroup$ Thanks. Yes I did but in cases of interest to me the data was unfortunately confidential! More generally, I am surprised that those very good lectures are not accompanied with practical and classical cases/exercises. $\endgroup$ – emeryville Feb 5 '16 at 16:53

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