Dynamic Discrete Choice Models: Methods, Matlab Code, and Exercises
joint with Jaap H. Abbring
This document supports the first computing sessions in a graduate course on dynamic discrete choice models. It is centered around basic Matlab code for solving, simulating, and empirically analyzing a simple model of firm entry and exit under uncertainty. This code is available from a public Github repository and can be distributed to students as starter code, for example using the Github Classroom. Exercises ask students to adapt and extend this starter code to apply different and more advanced computational and econometric methods to a wider range of models.