产业组织结构计量经济建模与量化教学讲义/Ali Hortaçsu; Joonhwi Joo
教材Textbook:
Structural Econometric Modeling in Industrial Organization and Quantitative Marketing: Theory and Applications
Ali Hortacsu; Joonhwi Joo
学习目标Objective:
Structural econometric modeling specifies the structure of an economic model and estimates the model’s parameters from real-world data. Structural econometric modeling enables better economic theory–based predictions and policy counterfactuals. This lecture offers a primer on recent developments in these modeling techniques, which are used widely in empirical industrial organization, quantitative marketing, and related fields. It covers such topics as discrete choice modeling, demand modes, estimation of the firm entry models with strategic interactions, consumer search, and theory/empirics of auctions. The course makes highly technical material accessible to graduate students and achieve:
• Concise overview of the most widely used structural econometric models
• Rigorous and systematic treatment of the topics, emphasizing key insights
• Coverage of demand estimation, estimation of static and dynamic game theoretic models, consumer search, and auctions
• Focus on econometric models while providing concise reviews of relevant theoretical models