Structural Modeling

Reference for implementing structural econometric models: from economic model to moment conditions to estimated parameters. Covers the full workflow of taking a theoretical model, deriving its empirical content, and recovering structural parameters from data.

When to Use This Skill

Use when the user is:

• Specifying a structural model and deriving moment conditions
• Implementing NFXP or MPEC estimation routines
• Working with BLP-style demand systems (random coefficients logit)
• Building dynamic discrete choice models (Rust, Hotz-Miller CCP)
• Estimating auction models (first-price, ascending, common value)
• Debugging convergence failures in structural estimation
• Choosing between estimation approaches for a given model

Skip when:

• The task is reduced-form causal inference (use causal-inference skill)
• The task is pure simulation design (use numerical-auditor agent)
• The user just needs standard regression (statsmodels/linearmodels suffice)