# Questions tagged [structural-estimation]

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### Can a CES parameter be negative?

I estimated the CES function (https://en.wikipedia.org/wiki/Constant_elasticity_of_substitution) using national accounts data for France. I got (using notation in wikipedia): a = 1.19 r = -0.48 so ...
160 views

### How do I begin to approach this dynamic discrete choice model?

I'm working through an old problem set (that sadly I don't have solutions for) and I got stuck. It is a dynamic model of entrepreneurship and invention. I'm looking for guidance on this model as well ...
49 views

### Structural Modelling of Expectations/Beliefs

I'm trying to build a structural model explaining the job search process by the job-seeker. One of the crucial component of job search, that i want to model, is the expectation about the employer. So ...
24 views

### How to compute standard errors for Blanchard-Quah-restricted SVAR?

People tell me that the way of bootstrapping standard errors in the original paper is incorrect, but then how should I do it? Is there a convention of how to compute standard errors for Blanchard-...
106 views

### Convert DSGE paper to structural econometrics, anything to be noted？

I'm intent to bring some insights of a DSGE paper to a structural econometric model. The paper is Liu, Wang and Zha's 2013 Econometrica paper on land collateral channel. Now I have some good datasets ...
128 views

### Structural estimation

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 ...
620 views

### Hausman Test for Simultaneous Equations

Given a set of structural equations: Demand Function: $$Q_1 = \alpha_0 + \alpha_1 P_t + \alpha_2 I_t + \alpha_3 R_t + \mu_{1, t}$$ Supply Function: $$Q = \beta_0 + \beta_1 P_t + \mu_{2, t}$$ Where \$...
180 views

### Identification with BBL

In the last few years, the estimator proposed by Bajari, Benkard, and Levin ('07) for dynamic games has been gaining popularity. It is relatively straight forward and is one of the only viable options ...