Financial Econometrics, Spring 2012

• Lecture: Nonstationarity
• R code: Simulation AR(1) model
• STATA code: Cointegration Example
• Data: U.S. Treasury Bill
• Log file: Cointegration Example
• Figures: Cointegration Example

Advanced Industrial Organization I, Spring 2011

• Lecture: Demand Estimation
• Data: berry1994Example.csv (CSV)
• Lecture: Estimating Production Function/Productivity
• Lecture: Empirical Static Entry Models

• Lab1: Testing oligopoly models
• Data: Dutch Coffee data (STATA)
• Data: Dutch Coffee data (CSV)

• Lab2: Productivity estimation and R&D
• Data: A sample from Swedish electrical and pptical equipment industry (STATA)
• Source code:Stata

• Lab3: Market dynamics and Entry models
• Data: Swedish retail food (STATA)
• Source code:Stata student
• Source code:Stata

Advanced Industrial Organization II, Fall 2010

• Reading List lectures 1 and 3
• Empirical Studies on Theory of the Firm and Vertical Integration
• Empirical Contract Theory. Part I
• Lab1: Empirical M&A analysis Data: computer_industry.dta

Advanced Industrial Organization I, Spring 2010

• Market Structure and Competition
• Data: Swedish retail data (STATA)
• Data: Swedish retail data (CSV)
• Source code:Stata

• Testing oligopoly models
• Data: Dutch Coffee data (STATA)
• Data: Dutch Coffee data (CSV)
• Source code:R Stata

• Lecture: Demand Estimation (by email)
• Data: berry1994Example.csv (CSV)

• Lecture: Empirical Static Entry Models (by email)
• Screen (pdf)

Industrial Economics, Fall 2009

• Entry I
• Entry, Strategic Behaviour
• Research and Development
• Network and Standards

Advanced Industrial Organization II, Spring 2009

• Cartels
• Data: Railway cartel data Porter (1983)(CSV)
• Source code:R Stata

Advanced Industrial Organization I, Spring 2009

• Market Dynamics. Entry and Exit.
• Data: Swedish retail data (STATA)
• Source code:Stata

• Testing oligopoly models
• Data: Dutch Coffee data (STATA)
• Source code:R Stata

Industrial Economics, Spring 2008

• Homework 2
• Data: conduct.dta(STATA) conduct.txt(TXT)

• Demand Estimation: Part 1
• Data: broiler.csv

Industrial Organization, Fall 2007

• Research and Development
• Network and Standards