domains / families / research / structural-modeling

structural-modeling

separate

This skill covers structural econometric models. Use when the user is building, estimating, or debugging structural models — including BLP demand estimation, dynamic discrete choice, auction models, or any workflow involving moment conditions, nested fixed-point algorithms, or MPEC formulations. Triggers on "structural model", "moment conditions", "NFXP", "MPEC", "BLP", "random coefficients", "dynamic discrete choice", "CCP", "Rust model", "auction estimation", "GMM objective", "inner loop", "contraction mapping", or convergence/starting value problems in optimization-based estimation.

When to use

• 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
• The task is reduced-form causal inference (use `causal-inference` skill)

When not to use

• reduced-form causal inference
• pure simulation design
• standard regression

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