Teaching
University of Melbourne
Econometrics of Markets and Competition, 2018 - 2023
This subject covers empirical industrial organization at an Honours undergraduate or Masters level. Topics include differentiated product demand estimation (Berry (1994) and BLP), auctions, search, static entry models, and production function estimation.
MATLAB code notebooks (Live Scripts) for the topics are available here:
Differentiated products demand: BLP [main.mlx] [gmm_obj.mlx] [main.html] [data_set.mat]
Static entry [.mlx] [.html] [data_set.mat]
Dynamic Structural Econometrics workshops
Together with Prof. Robert A. Miller, I deliver practical sessions in the estimation of dynamics structural models with an emphasis on conditional choice probability estimation. These notes cover structural econometrics of dynamic models. The .mlx files are MATLAB Live scripts (similar to Jupyter notebooks). The html files can be downloaded and opened using any web browser but are not interactive.
The files below correspond to the practical sessions for the Structural Econometrics Masterclass at Tilburg University (Nov. 2023).
[Program], [Slides and other materials]
Conditional Choice Probability Estimation [.mlx] [.html] [data] [Julia code]
Unobserved Heterogeneity [.mlx] [.html] [data] [Julia code]
Dynamic games [.mlx] [.html] [data]
Other topics:
Finite Dependence [.mlx] [.html] [data]
Previous workshops: