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Knitro solver

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Matlab code

Abbring, J.H. and T.J. Klein (2015): "Dynamic Discre Choice Models: Methods, Matlab Code and Exercises"
This document supports the first Matlab computing sessions in our PhD elective course Empirical Industrial Organization II in CentER Tilburg's Research Master in Economics program (230323). It contains some notes on the theory of dynamic discrete choice models and on methods for their computation and estimation. It is centered around some basic Matlab code for solving, simulating, and empirically analyzing a simple dynamic discrete choice model. Student exercises ask students to extend this code to apply different and more advanced computational and econometric methods to a wider range of models.

 

T.J. Klein (2015): "Merger Simulation in a Two-Sided Market: A simple logit example"
We present a simple example of a two-sided market in Matlab. There are logit models on either side of the market. We generate data from that model and then proceed as if one could in a structural empirical study. In particular, we recover marginal cost, conduct a SSNIP test, calculate UPP, and finally conduct a merger simulation. The zip file contains a document with a detailed explanation of the setup, slides that have been used for teaching, as well as Matlab code.