Questions tagged [structural]

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Is it possible to enter a variable into an SVAR with a lead?

Consider, for simplicity, a bivariate SVAR(p) model. Structure is imposed through Choleski, whereby $Y_{1,t}$ is ordered first, before $Y_{2,t}$. Now, when estimating the SVAR(p) model, let's say for ...
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18 views

Bunching Estimation with Elasticity Heterogeneity

The bunching by Saez (2010) and Kleven and Waseem (2013) can be used to estimate the elasticity of taxable income. Kleven and Waseem (2013) argue that for heterogeneous elasticities excess bunching ...
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12 views

Final conditions/end function in discrete choice dynamic programming (dynamic structural estimation)

Could anyone point me to a paper than employs an end function or final conditions in a dynamic structural estimation model? Many thanks
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24 views

How to read summary of statsmodels statespace fit?

I am trying to understand the summary information provided in the statsmodels statespace API, such as is illustrated in this code. Below I have a screenshot of the summary information provided. I am ...
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20 views

Structural models and relationship (statistical associations)

I'm starting to study econometrics from the Wooldrige's book. But some doubts arise regarding the structural model, its definition and its comprehension in general. Let's look at the author's opinion. ...
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93 views

Help in understanding how we arrive at 'reduced form equations'

Referring to equations 1 and 2 above, I understand that the object is to estimate the endogenous variables (consumption (c) and income(y)) as a function of the exogenous or predetermined variables. ...
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28 views

Identification and estimation of my structural model with a latent variable

I am having some trouble trying to identify the parameters in the following structural model that I am trying to estimate. $$ y = a'x_1 + \beta\eta + \epsilon_1 $$ $$ \eta = b'x_2 + \delta T+\...
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19 views

What exactly does “local identification” mean in the context of structural VARs and VECMs?

In Lutkepohl's "New Introduction to Time Series Analysis", chapter 9, this term is frequently mentioned, but is in no where well-defined. So what exactly does "local identification" mean in this ...
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162 views

Structural Equation Model and Causality in Economics

I would want to make a study about the influence of some regressors in the evaluation of the effects of increment of subsidy in an economic sector. I would use SEM (Structural Equation Model) to ...
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23 views

Is an SEM the correct choice in this case?

I want to do some research about how having one specific disease affects the well-being of people. Therefore, I have disease as my independent variable and well-being as the dependent one. In between, ...
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257 views

How to detect a structural break in panel data?

I have the following problem with determining whether there is a general structural break in my panel data. Suppose we have 100 countries producing rice from 2000 to 2010. Now for a certain country I ...