This course focuses on recent developments in quantitative marketing and empirical industrial organization, with an emphasis on dynamic structural models. We will study techniques for developing and estimating models of demand and competition in both static and dynamic settings. In these types of models, an economic agent’s decision today can have an impact on how he and other players make their decisions in the future. In many situations, economic agents recognize this relationship and make strategic choices. Examples of dynamic demand models include consumer learning models, inventory and stockpiling problems, durable goods adoption and replacement decisions. Examples of dynamic competition models include dynamic price competition, entry-exit, store location and product positioning. We will emphasize the importance of combining theory, institutional details and econometric techniques to answer these types of questions in marketing, industrial organization, and other applied microeconomics areas. By discussing several empirical applications in detail, we will illustrate how to apply basic modeling techniques to problems at hand. In the later lectures, we will explore areas on the research frontier, such as modeling approaches that relax the standard rational expectations assumptions, and approaches that incorporate machine learning and large-scale datasets.