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Chapter 43
ANALOG ESTIMATION OF ECONOMETRIC MODELS*
CHARLES F. MANSKI
University of Wisconsin-Madison
Contents
Abstract
1. Introduction
2. Preliminaries
3.
4.
5.
6.
2.1. The analogy principle
2.2. Moment problems
2.3. Econometric models
Method-of-moments estimation of separable models
3.1. Mean independence
3.2. Median independence
3.3. Conditional symmetry
3.4. Variance independence
3.5. Statistical independence
3.6. A historical note
Method-of-moments estimation of response models
4.1. Likelihood models
4.2. Invertible models
4.3. Mean independent linear models
4.4. Quantile independent monotone models
Estimation of general separable and response models
5.1. Closest-empirical-distribution estimation of separable models
5.2. Minimum-distance estimation of response models
Conclusion
References
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