My understanding of structural estimation follows the lines beautifully lectured by Christophe Taber (U. of Wisconsin):
- Identify the policy question to be answered
- Write down a model that can simulate policy
- Think about identification/data
- Estimate the model
- 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.