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31 - 40 of 45 results for: MGTECON

MGTECON 617: Financial Economics II (ECON 237)

Topics in financial Economics. Discussion of recent academic papers on asset pricing. Student presentations and course paper requirement. Designed for second year PhD students in economics or finance.
Terms: Win | Units: 2-5 | Grading: Letter or Credit/No Credit

MGTECON 617: Heterogeneity in Macroeconomics

The goal of this course is to introduce students to frontier research in quantitative macroeconomics with heterogeneous agents. We study models with imperfect financial markets and/or search frictions. We emphasize theory and numerical methods as well as tools to confront model predictions with both micro and macro data. Potential applications cover a wide range of topics in household finance, corporate finance and firm dynamics, asset pricing, housing and labor markets, business cycles and growth.
Units: 3 | Grading: GSB Letter Graded

MGTECON 624: Dynamic Political Economy Theory

This course is intended to be an introduction to dynamic political economy theory. We will cover research at the frontier of this field and some useful tools. Tools will be primarily dynamic game theory - including Markov models and models of reputation. Topics covered will include dynamic legislative bargaining, dynamic coalition formation, endogenous institutions, endogenous policy formation, and policy experimentation.
Units: 4 | Grading: GSB Letter Graded

MGTECON 627: Empirical Applications of Dynamic Oligopoly Models in I.O.

This course will provide an overview of recent advances in, and applications of, dynamic oligopoly models in I.O. We will start by introducing a simple framework for dynamic oligopoly in the context of a dynamic investment model. We will move on to other applications and extensions of the framework, including dynamic entry models and dynamic mergers, with a discussion of antitrust issues. We will cover an empirical model of dynamic network adoption and participation. We will learn alternative econometric approaches to the identification and estimation of dynamic oligopoly models, including a discussion of serially correlated unobserved shocks. Finally, we will discuss methods for computing counterfactuals and welfare, and then speculate about some unresolved issues and the potential for future work in this area.
Units: 2 | Grading: GSB Student Option LTR/PF
Instructors: Benkard, L. (PI)

MGTECON 628: Reading Group in Industrial Organization

This course meets weekly on Tuesdays at Noon. The primary purpose of the course is to read and discuss current working papers in Industrial Organization and related fields (e.g., Econometrics, Marketing, and Labor). Students are required to present papers a couple of times per quarter and both students and faculty may also present their own working papers.
Units: 1 | Repeatable for credit | Grading: GSB Student Option LTR/PF
Instructors: Benkard, L. (PI)

MGTECON 629: Microeconomics Workshop

Each week, a different economics faculty member will discuss his or her important and /or current research. The course is an important introduction to PhD level research topics and techniques. Attendance is mandatory.
Units: 3 | Repeatable for credit | Grading: GSB Pass/Fail
Instructors: Shaw, K. (PI)

MGTECON 632: Topics in Continuous Time Dynamics

This seminar-style course studies a selection of micro-economic models in dynamic settings, and explores the use of continuous-time methods to solve them. Topics to be covered include experimentation games, social learning, principal-agent problems, career concerns/market-agent models, security design and strategic trading. For every topic discussed, the class introduces gradually the set of relevant mathematical tools: dynamic programming and Hamilton-Jacobi-Bellman equations, Pontryagin's maximum principle, Euler-Lagrange equations, Brownian and Poisson processes, Bayesian inference and linear filtering, change of measure, martingale representation, Malliavin derivatives, stochastic maximum principle, expansions of filtrations. nnThe course emphasizes high-level intuition rather than mathematical rigor. It is targeted at those who seek to become familiar with the literature on continuous-time dynamics and want to understand the functioning of these models, either by general interest or to apply these techniques. nn
Units: 3 | Grading: GSB Student Option LTR/PF
Instructors: Lambert, N. (PI)

MGTECON 634: Machine Learning and Causal Inference

This course will cover statistical methods based on the machine learning literature that can be used for causal inference. In economics and the social sciences more broadly, empirical analyses typically estimate the effects of counterfactual policies, such as the effect of implementing a government policy, changing a price, showing advertisements, or introducing new products. Recent advances in supervised and unsupervised machine learning provide systematic approaches to model selection and prediction, methods that are particularly well suited to datasets with many observations and/or many covariates. This course will review when and how machine learning methods can be used for causal inference, and it will also review recent modifications and extensions to standard methods to adapt them to causal inference and provide statistical theory for hypothesis testing. Applications to the evaluation of large-scale experiments, including online A/B tests and experiments on networks, will receive special attention. We will also consider topic modeling, Bayesian methods, and a brief overview of textual analysis.
Units: 2 | Grading: GSB Student Option LTR/PF
Instructors: Athey, S. (PI)

MGTECON 640: Quantitative Methods for Empirical Research

This is an advanced course on quantitative methods for empirical research. Students are expected to have taken a course in linear models before. In this course I will discuss modern econometric methods for nonlinear models, including maximum likelihood and generalized method of moments. The emphasis will be on how these methods are used in sophisticated empirical work in social sciences. Special topics include discrete choice models and methods for estimating treatment effects.
Units: 3 | Grading: GSB Letter Graded
Instructors: Imbens, G. (PI)

MGTECON 652: Personnel Economics

This seminar will examine applications of labor economics to business issues and firms' practices. Material will include both theoretical and empirical work, and the syllabus will range from classics in Personnel Economics to current (unpublished) research. Some of the topics to be covered include, but are not limited to, compensation practices, assignment of decision rights, organizational structure, attracting, retaining, and displacing employees, and workplace practices (such as team-based organization, profit sharing, etc.)
Units: 3 | Grading: GSB Letter Graded
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