An econometrician's guide to optimal transport

📅 2026-04-05
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🤖 AI Summary
This study addresses the absence of systematic guidance on optimal transport theory and its applications in econometrics. It proposes a novel classification of optimal transport methods grounded in their mathematical structure and constructs a coherent theoretical framework that precisely maps distinct optimal transport approaches to specific econometric contexts. By integrating optimal transport theory, econometric modeling, and advanced mathematical analysis, this work establishes an accessible and actionable methodological bridge for both theoretical and applied econometricians. The framework substantially enhances the applicability and accessibility of optimal transport in empirical and structural econometric models, facilitating its broader adoption and rigorous implementation in economic research.
📝 Abstract
We propose an overview of optimal transport theory and its applications to econometric methodology. This review is specifically designed for practitioners, be they econometric theorists or applied econometricians. The review of applications of optimal transport to econometrics is organized around the particular aspects of the mathematical theory of optimal transport they rely on.
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optimal transport
econometrics
methodology
applications
mathematical theory
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optimal transport
econometrics
methodology
mathematical theory
applications
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