{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,22]],"date-time":"2026-09-22T15:10:39Z","timestamp":1790089839953,"version":"4.0.1"},"reference-count":14,"publisher":"The Econometric Society","issue":"6","license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["ECTA"],"abstract":"<jats:p>We propose a new simulation\u2010based estimation method, adversarial estimation, for structural models. The estimator is formulated as the solution to a minimax problem between a generator (which generates simulated observations using the structural model) and a discriminator (which classifies whether an observation is simulated). The discriminator maximizes the accuracy of its classification while the generator minimizes it. We show that, with a sufficiently rich discriminator, the adversarial estimator attains parametric efficiency under correct specification and the parametric rate under misspecification. We advocate the use of a neural network as a discriminator that can exploit adaptivity properties and attain fast rates of convergence.<\/jats:p>","DOI":"10.3982\/ecta18707","type":"journal-article","created":{"date-parts":[[2023,12,6]],"date-time":"2023-12-06T12:55:13Z","timestamp":1701867313000},"page":"2041-2063","source":"Crossref","is-referenced-by-count":23,"title":["An Adversarial Approach to Structural Estimation"],"prefix":"10.3982","volume":"91","author":[{"given":"Tetsuya","family":"Kaji","sequence":"first","affiliation":[{"name":"University of Chicago Booth School of Business"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Elena","family":"Manresa","sequence":"additional","affiliation":[{"name":"Department of Economics, New York University"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Guillaume","family":"Pouliot","sequence":"additional","affiliation":[{"name":"University of Chicago Harris School of Public Policy"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"2359","published-online":{"date-parts":[[2023]]},"reference":[{"issue":"3","key":"ecta200617-bib-0001","doi-asserted-by":"crossref","first-page":"353","DOI":"10.1080\/07350015.1996.10524661","volume":"14","author":"Altonji","year":"1996","journal-title":"Journal of Business & Economic Statistics"},{"key":"ecta200617-bib-0002","doi-asserted-by":"crossref","first-page":"03012","DOI":"10.1051\/shsconf\/202213903012","volume":"139","author":"Asimopoulos","year":"2022","journal-title":"SHS Web Conferences"},{"key":"ecta200617-bib-0003","author":"Athey","year":"2021","journal-title":"Journal of Econometrics"},{"issue":"12","key":"ecta200617-bib-0004","first-page":"4625","volume":"14","author":"Cheng","year":"2020","journal-title":"KSII Transactions on Internet and Information Systems"},{"key":"ecta200617-bib-0005","first-page":"2672","volume-title":"Proceedings of the 27th International Conference on Neural Information Processing Systems, NIPS'14","volume":"2","author":"Goodfellow","year":"2014"},{"issue":"4","key":"ecta200617-bib-0006","doi-asserted-by":"crossref","first-page":"493","DOI":"10.1198\/073500102288618630","volume":"20","author":"Imbens","year":"2002","journal-title":"Journal of Business & Economic Statistics"},{"key":"ecta200617-bib-0007","unstructured":"Kaji, Tetsuya, Elena Manresa, and Guillaume Pouliot (2022): \u201cAn Adversarial Approach to Structural Estimation,\u201d February. arXiv:2007.06169v2."},{"key":"ecta200617-bib-0008","doi-asserted-by":"crossref","unstructured":"Kaji, Tetsuya, Elena Manresa, and Guillaume Pouliot (2023): \u201cSupplement to \u2018An Adversarial Approach to Structural Estimation\u2019,\u201d Econometrica Supplemental Material, 91, https:\/\/doi.org\/10.3982\/ECTA18707.","DOI":"10.3982\/ECTA18707"},{"key":"ecta200617-bib-0009","series-title":"Conference Track Proceedings","volume-title":"3rd International Conference on Learning Representations","author":"Kingma","year":"2015"},{"issue":"2","key":"ecta200617-bib-0010","doi-asserted-by":"crossref","first-page":"387","DOI":"10.2307\/2951556","volume":"61","author":"Klein","year":"1993","journal-title":"Econometrica"},{"issue":"5","key":"ecta200617-bib-0011","doi-asserted-by":"crossref","first-page":"995","DOI":"10.2307\/1913621","volume":"57","author":"McFadden","year":"1989","journal-title":"Econometrica"},{"issue":"4","key":"ecta200617-bib-0012","first-page":"513","volume":"9","author":"Nevo","year":"2000","journal-title":"Journal of Economics & Management Strategy"},{"issue":"5","key":"ecta200617-bib-0013","doi-asserted-by":"crossref","first-page":"1027","DOI":"10.2307\/1913622","volume":"57","author":"Pakes","year":"1989","journal-title":"Econometrica"},{"key":"ecta200617-bib-0014","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-2545-2","volume-title":"Weak Convergence and Empirical Processes: With Applications to Statistics","author":"Vaart","year":"1996"}],"container-title":["Econometrica"],"original-title":[],"language":"en","deposited":{"date-parts":[[2024,11,5]],"date-time":"2024-11-05T08:19:53Z","timestamp":1730794793000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.econometricsociety.org\/doi\/10.3982\/ECTA18707"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023]]},"references-count":14,"journal-issue":{"issue":"6","published-online":{"date-parts":[[2023]]}},"alternative-id":["10.3982\/ECTA18707"],"URL":"https:\/\/doi.org\/10.3982\/ecta18707","relation":{},"ISSN":["0012-9682"],"issn-type":[{"value":"0012-9682","type":"print"}],"subject":[],"published":{"date-parts":[[2023]]}}}