Economics 223b: Empirical Methods for Industrial Organization

Meeting times and location: Tues/Thurs 2:30-4pm.

Announcements

Syllabus

Lecture notes and handouts

• All lecture notes in one file here
• Estimating demand in discrete-choice differentiated product markets Notes Tables
  Papers: McFadden (1978), McFadden (1981), Berry (1994, RAND), Berry, Levinsohn, and Pakes (1995, ECMA)
• Single-agent dynamic models (part 1) Notes; Tables; Rust (1987, Harold Zurcher paper), Rust (1994, Handbook of Econometrics)
• 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, Bajari-Chernozhukov-Hong-Nekipelov (2009), Su-Judd MPEC approach
• 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 and Part 2; Laffont-Ossard-Vuong; Guerre-Perrigne-Vuong; Haile-Hong-Shum; Haile-Tamer
• 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
• Collusion PDF; Porter (1983) paper

Problem Sets

• Problem set: Simulation PDF
• Problem set: BLP methodology PDF; Workbook1.txt
• Problem set: Single-agent dynamic discrete-choice PDF; Test code
• Problem set: Auctions PDF
• Problem set: IV and natural experiments PDF
• Problem set: entry and simulation PDF; dataset
• Problem set: dynamic programming PDF

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