My econometric training has been in applied or reduced form (RF).
However, in my current occupation I read and need to implement plenty of structural estimation (SE).
I'm looking for a high-quality through book or online course on this - that will take me through the hoops. How do you approach a research question with SE? what should you model first? how does data relate to the model? how do you estimate such models?
It seems to me that RF is very-straight forward. the emphasis is on the design itself, and if we have RCT (or similar), then a simple liner regression of Y on treatment yields the estimates of interest. SE seems much more complicated, with many steps from "question" to "answer".
Though I have both a BA and an MA in Economics and Statistics, Reading SE papers without the proper background on the matter gets me nowhere, fast.
Any help would be highly appreciated.