An econometrician's guide to optimal transport
Alfred Galichon, Marc Henry
TL;DR
This paper provides an overview of optimal transport theory and its applications tailored for econometric practitioners, linking mathematical concepts to econometric methodologies.
Contribution
It offers a structured review connecting optimal transport mathematical theory with practical econometric applications for both theorists and applied researchers.
Findings
Highlights the relevance of optimal transport in econometrics.
Organizes applications around core mathematical aspects.
Serves as a practical guide for econometricians.
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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