IDENTIFICATION

"Identification, Estimation and Implementation of Structural Economic Models"

 Coordinatore UNIVERSITY COLLEGE LONDON 

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 Nazionalità Coordinatore United Kingdom [UK]
 Totale costo 1˙067˙000 €
 EC contributo 1˙067˙000 €
 Programma FP7-IDEAS-ERC
Specific programme: "Ideas" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013)
 Code Call ERC-2012-StG_20111124
 Funding Scheme ERC-SG
 Anno di inizio 2012
 Periodo (anno-mese-giorno) 2012-10-01   -   2017-09-30

 Partecipanti

# participant  country  role  EC contrib. [€] 
1    UNIVERSITY COLLEGE LONDON

 Organization address address: GOWER STREET
city: LONDON
postcode: WC1E 6BT

contact info
Titolo: Dr.
Nome: Dennis
Cognome: Kristensen
Email: send email
Telefono: 442077000000

UK (LONDON) hostInstitution 1˙067˙000.00
2    UNIVERSITY COLLEGE LONDON

 Organization address address: GOWER STREET
city: LONDON
postcode: WC1E 6BT

contact info
Titolo: Mr.
Nome: Michael
Cognome: Browne
Email: send email
Telefono: +44 20 3108 3120
Fax: +44 20 7813 2849

UK (LONDON) hostInstitution 1˙067˙000.00

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 Word cloud

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inference    choice    models    model    structural    data    estimation    identification   

 Obiettivo del progetto (Objective)

'Structural economic models are getting increasingly complex. This complicates their implementation. In particular, for many models, (i) identification of the relevant components from data is still unresolved; (ii) estimation and testing procedures tend to be somewhat ad hoc and with no theoretical underpinning; (iii) the implementation of model and estimators often require numerical approximations since model solutions are not available on closed form.

The proposed research aims at addressing these three issues, (i)-(iii), by developing new methods and results for identification, estimation, testing and implementation of structural models. Particular emphasis is put on the use of nonparametric techniques. Many of the projects involve empirical applications where the proposed methods will be taken to data.

The individual projects making up the proposal are: Identification and inference in discrete choice models; identification and inference in continuous choice models; Implementation and estimation of parametric structural models; Filtering and likelihood inference in dynamic latent variable models; Bandwidth selection in estimation and testing of non- and semiparametric models.'

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DSBRECA (2012)

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DIGIPAL (2010)

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