Economics 223b: Empirical Methods for Industrial Organization

Announcements


    • Syllabus

    PDF

    Lecture notes and handouts

  • Single-agent dynamic models (part 1) Notes; Tables;
    Rust paper (PDF)


  • Single-agent dynamic models (part 2): alternative estimation techniques; identification Notes ;
    Papers: Hotz-Miller
    Hotz-Miller-Sanders-Smith
    Pesendorfer-Schmidt-Dengler (2008)
    Aguirregabiria-Mira (2007)
    Magnac-Thesmar

    • Background: simulation techniques PDF

  • Single-agent dynamic models (part 3): models with persistent unobservables Notes;
    Papers: Pakes (1986); Hu-Shum (slides); Hu-Kayaba-Shum paper
    Particle filtering: Fernandez-Villaverde and Rubio-Ramirez (2006); Flury-Shepard (2008);


  • Dynamic games/oligopoly PDF
    Esteban-Shum paper
    Ryan paper
    Goettler-Gordon paper
    Gallant-Hong-Khwaja paper; Notes (thanks to Emerson Melo)


  • Paper presentations:
    Paper discussion: suggestions
    Zibin Xu Slides
    Huang Slides
    E. Shin
    D. Ray
    Carlson
    Chiong
    Kirill
    Dinakar
    Allyson
    M. Chao

  • Empirical auction models Notes Tables
    Supplementary: theory primer Part 1 Part 2
    Laffont-Ossard-Vuong paper (PDF)
    Guerre-Perrigne-Vuong paper (PDF)
    Haile-Hong-Shum paper (PDF)
    Lewis paper (PDF)
  • Iaryczower-Shum paper.

  • Entry I PDF
    Bresnahan-Reiss paper Berry paper
  • Entry II: static discrete games, and partial identification PDF
    Ciliberto-Tamer paper



  • Estimating demand in discrete-choice differentiated product markets Notes Tables

  • Intro: IV and natural experiments PDF

  • Program evaluation approach to demand analysis PDF

  • Collusion PDF

    • Problem Sets

    Problem set: Simulation PDF
    Problem set: Single-agent dynamic discrete-choice PDF
    Problem set: BLP methodology PDF; Workbook1.txt (data in text-delimited format)
    Problem set: IV and natural experiments PDF
    Problem set: entry and simulation PDF dataset
    Problem set: dynamic programming PDF