Chapter 43 Analog estimation of econometric models

Charles F. Manski*

*Corresponding author for this work

Research output: Contribution to journalReview articlepeer-review

6 Scopus citations

Abstract

Suppose that one wants to estimate a parameter characterizing some feature of a specified population. One has some prior information about the population and a random sample of observations. A widely applicable approach is to estimate the parameter by a sample analog; that is, by a statistic having the same properties in the sample as the parameter does in the population. If there is no such statistic, then one may choose an estimate that, in some well-defined sense, makes the known properties of the population hold as closely as possible in the sample. These are analog estimation methods. This chapter surveys some uses of analog methods to estimate two classes of econometric models, the separable and the response models.

Original languageEnglish (US)
Pages (from-to)2559-2582
Number of pages24
JournalHandbook of Econometrics
Volume4
DOIs
StatePublished - 1994

ASJC Scopus subject areas

  • Economics and Econometrics

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