Discrete longitudinal data are common in various disciplines and are often used to assess the change over time of one or several outcomes, and/or what covariates might be associated with the outcomes. Existing parametric and nonparametric/semiparametric models typically attribute the...

This dissertation consists of three essays on topics in empirical industrial organization. The first essay proposes and estimates a fully dynamic model of generic and brand advertising in a differentiated product oligopoly. It first specifies a nested logit demand system incorporating brand and...