Dynamic Discrete Choice Structural Models in Empirical IO

Universidad Carlos III, Summer 2017

 

·       Syllabus

·       Lecture 1: Introduction

·       Lecture 2: Dynamic Games of Oligopoly Competition

·      Lecture 3: Dynamic Games with Out-of-Equilibrium Beliefs

·      Lecture 4: Euler Equations in Dynamic Discrete

Choice Models

·      Lecture 5: Dealing with Unobserved Heterogeneity: Fixed Effects

Approach

 

COMPUTER CODE AND DATA

·       Demo 1: Estimation of Dynamic Discrete Choice Model: Rustīs bus replacement model

·       Demo 1: GAUSS Code

·       Demo 1: Rustīs bus engine data. Gauss format (.dht)

·       Demo 1: Rustīs bus engine data. Gauss format (.dat)

·       Demo 1: Rustīs bus engine data. Stata format (.dta)

·       Demo 2: Solution, Simulation, and Estimation of Dynamic Game of Market Entry-Exit

·       Demo 2: GAUSS Code