# 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 ...
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 ...
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
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 ...
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. ...
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. ...
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+\...
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 ...
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 ...