Office:
Phone:
Fax:
Littlefield 212
(650) 723-4124
(650) 725-0468
Stanford University
518 Memorial Way
Stanford, CA 94305-5015
(650) 723-9040
| Email:
Office: Phone: Fax: |
Littlefield 212 (650) 723-4124 (650) 725-0468 |
| Mailing address:
|
Graduate School of Business
Stanford University 518 Memorial Way Stanford, CA 94305-5015 |
| Assistant: |
Chris Lion
(650) 723-9040 |
Download my CV
Picture of me climbing Mt. Whitney (taken by Romain Wacziarg)
Markov Perfect Industry Dynamics with Many Firms, (accepted subject to minor revision, Econometrica), with Gabriel Weintraub and Ben Van Roy. At the request of the journal, this paper was edited down from the working paper version so it now contains only the asymptotic theorem from the working paper. All the computational results are now in the paper below. We are also working on several extensions to the main results. Preliminary versions of these are below as well. (Download Unpublished Technical Appendix.)
Computational Methods for Oblivious Equilibrium, (submitted to Operations Research), with Gabriel Weintraub and Ben Van Roy. This paper contains the computational algorithm for OE, the error bounds, some computations, and an extension of OE to allow for aggregate shocks.
Sophisticated C code for computing OE -- Source code, Documentation (For precompiled binaries, look here.)
Simple Matlab code for computing OE.
Extensions to Oblivious Equilibria, (with Gabriel Weintraub and Ben Van Roy). Preliminary note containing two extensions: (1) transitional dynamics, and (2) dominant firms OE. Please e-mail if you would like a current draft.
Estimating Dynamic Models of Imperfect Competition, with Patrick Bajari and Jonathan Levin. (Econometrica)
Gauss code for estimating the Ericson-Pakes Monte Carlo experiments in BBL.
Econometric Tools for Analyzing Market Outcomes, (a chapter written for the Handbook of Econometrics), with Dan Ackerberg, Steve Berry, and Ariel Pakes.
On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on B. Brown (1983) and Roehrig (1988) , with Steve Berry (Econometrica).
Demand Estimation with Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach, with Patrick Bajari (Journal of Political Economy).
House Prices and Consumer Welfare, with Patrick Bajari and John Krainer (Journal of Urban Economics).
Discrete Choice Models as Structural Models of Demand: Some Economic Implications of Common Approaches (Revised March 2003), with Patrick Bajari.
