Carnegie Mellon University

Structural Models & Quantitative Methods

Course Number: 47757

This course focuses on empirical structural models and their applications in Marketing, Economics, and Information Systems. The goal is to help students build up necessary toolkits and provide hands-on experience of applying structural models to empirical researches by combining theories, numerical methods, and applications. The topics that will be covered include static discrete choice models, demand estimation using aggregate data (BLP), single-agent dynamic discrete choice models, static and dynamic discrete games, and their applications including storable good and durable good demand, price discrimination, product innovation, and two-sided platforms. The course will also discuss research methodologies related to computational methods (e.g., function approximation, numerical integration) and econometric analysis. The techniques can be applied to Marketing, Economics (IO, Public, and Labor) and Information Systems.

Degree: PhD
Concentration: Marketing
Academic Year: 2019-2020
Semester(s): Mini 2
Required/Elective: Elective
Units: 6

Format

Lecture: 100min/wk and Recitation: 50min/wk

Textbook(s):

Course slides and relevant papers are posted on course Canvas page

Learning Objectives

The goal is to help students build up necessary toolkits and provide hands-on experience of applying structural models to empirical researches by combining theories, numerical methods, and applications.