This course will provide a bird’s eye view of the large literature on identification, providing an introduction to how to think about identification results formally and how to prove these results in simple settings that are used in applied work. We will focus on two examples of identification in the presence of simultaneity: demand and supply, and social interactions.
Introduction to Identification
- R. Matzkin, ‘Nonparametric Identification‘, in Handbook of Econometrics, Volume 6B, 2007 (Sections 1 – 3.2)
- A. Lewbel, ‘The Identification Zoo – Meanings of Identification in Econometrics‘, Journal of Economic Literature, forthcoming
‘Structural’ versus ‘Causal’ Identification
- J. Heckman & E. Vytlacil, ‘Econometric evaluation of social programs, Part I‘, in Handbook of Econometrics, Volume 6B, 2007 ( Sections 1-4)
- M. Keane, ‘Structural vs Atheoretic Approaches to Econometrics‘, Journal of Econometrics, 2010
- G. Imbens, ‘Better LATE than Nothing‘, Journal of Economic Literature, 2010
Simultaneity – Linear Models
- Wooldridge, Econometric Analysis of Cross Section & Panle Data, Chapter 9.2
- C. Manski, ‘Identification of endogenous social effects: The refection problem“, Review of Economic Studies, 1993
Simultaneity – Entry Games
- F. Ciliberto & E. Tamer, ‘Market Structure and Multiple Equilibria‘, Econometrica, 2009
- A. de Paula, ‘Econometric Analyses of Games with Multiple Equilibria‘, Annual Reviews of Economics, 2013, Sections 1-3
Simultaneity – Social Interactions
- A. de Paula, ‘Econometric Analyses of Games with Multiple Equilibria‘, Annual Reviews of Economics, 2013, Section 5
- W. Brock and S. Durlauf, ‘Discrete Choice with Social Interactions‘, Review of Economic Studies, 2001