Economics 223b: Empirical Methods for Industrial Organization

Announcements

  • Papers and slides for student presentations can be found here
  • NO CLASS on Wednesday, January 23, 2013.
  • Problem set on "single-agent dynamic models" due by January 23, 2013 (in my mailbox). Please work in groups.
  • Problem set on "BLP methodology" due by February 13, 2013 (in class). Please work in groups.

    • Syllabus

    PDF

    Lecture notes and handouts

  • Estimating demand in discrete-choice differentiated product markets Notes Tables
    Papers:
    Berry (1994, RAND)
    Berry, Levinsohn, and Pakes (1995, ECMA)

  • 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
    Su-Judd's MPEC approach: Notes

  • Single-agent dynamic models (part 3): models with persistent unobservables Notes 1; Notes 2;
    Papers: Pakes (1986); Hu-Shum paper Hu-Kayaba-Shum paper
    Particle filtering: Fernandez-Villaverde and Rubio-Ramirez (2006); Flury-Shepard (2008);

  • Background: simulation techniques PDF

  • Dynamic games/oligopoly PDF
    Esteban-Shum paper
    Ryan paper
    Goettler-Gordon paper

  • 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)

  • Entry I PDF
    Bresnahan-Reiss paper Berry paper

  • Entry II: static discrete games, moment inequalities, and partial identification PDF
    Ciliberto-Tamer paper
    Beresteanu-Molchanov-Molinari paper
    Ho-Ho-Mortimer paper
    Shi-Shum paper
    Holmes paper

  • Intro: IV and natural experiments PDF

  • Program evaluation approach to demand analysis PDF
    Papers: Angrist, Graddy, Imbens (2000, RES); (working paper)

  • Collusion PDF
    Porter (1983) paper

    • 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