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Course Outline
| Monday May 28th | |||
| 09.00 - 10.30 | Lecture 1 | Introduction to QuantEcon |
John Stachurski
|
| 10.45 - 12.15 | Lecture 2 | Numerical tools and techniques |
John Stachurski
|
| 12.15 - 13.15 | Lunch | ||
| 13.15 - 14.45 | Lecture 3 | Dynamic Programming |
John Stachurski
|
| 15.00 - 16.30 | Lecture 4 | Macroeconomic Applications |
John Stachurski
|
| 16.45 - 18.15 | Computer lab / Office hours | ||
| Tuesday May 29th | |||
| 09.00 - 10.30 | Lecture 5 |
Introduction to structural estimation of dynamic discrete choice models
(NFXP and Engine replacement)
|
John Rust |
| 10.45 - 12.15 | Lecture 6 |
Structural estimation of dynamic discrete choice models I
(MPEC and NFXP)
|
Bertel Schjerning
|
| 12.15 - 13.15 | Lunch | ||
| 13.15 - 14.45 | Lecture 7 |
Structural estimation of dynamic discrete choice models II
(NPL, BBL, CCP, SMD, MSM) |
John Rust
Bertel Schjerning
|
| 15.00 - 16.30 | Lecture 8 | Stationary and Nonstationary Equilibrium in Durable Goods Markets | John Rust |
| 16.45 - 18.15 | Computer lab / Office hours | ||
| Wednesday May 30th | |||
| 09.00 - 10.30 | Lecture 9 | The Art of Structural Modeling | Michael Keane |
| 10.45 - 12.15 | Lecture 10 | Continuous and discrete-continuous decision problems | Fedor Iskhakov |
| 12.15 - 13.15 | Lunch | ||
| 13.15 - 14.45 | Lecture 11 | Life-cycle labour supply, human capital accumulation and savings |
Fedor Iskhakov
Michael Keane
|
| 15.00 - 16.30 | Lecture 12 | Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models |
Simon Scheidegger
|
| 16.45 - 18.15 | Computer lab / Office hours | ||
Thursday May 31st and Friday June 1stConference on Dynamic Structural Models |
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Saturday June 2nd |
|||
| 09.00 - 10.30 | Lecture 13 | Machine Learning Methods for Structural Models | Victor Chernozhukov |
| 10.45 - 12.15 | Lecture 14 | Applied Machine Learning: Structural models with real world applications | Sanjog Misra |
| 12.15 - 13.15 | Lunch | ||
| 13.15 - 14.45 | Lecture 15 | Parallel Programming | Simon Scheidegger |
| 15.00 - 16.30 | Lecture 16 | Estimating static games with multiple equilibria | Bertel Schjerning |
| 16.45 - 18.15 | Computer lab / Office Hours | ||
Sunday June 3rd |
|||
| 09.00 - 10.30 | Lecture 17 | Estimation of Dynamic Games I: Application: Measuring the Incentive to Collude: The Vitamin Cartels, 1990-1999 |
Mitsuru Igami |
| 10.45 - 12.15 | Lecture 18 |
Estimation of Dynamic Games II:
Application: Mergers, Innovation, and Entry-Exit Dynamics: Consolidation of the Hard Disk Drive Industry
|
Mitsuru Igami |
| 12.15 - 13.15 | Lunch | ||
| 13.15 - 14.45 | Lecture 19 |
Solving directional dynamic games for all Markov perfect equilibria
|
Fedor Iskhakov
John Rust
Bertel Schjerning
|
| 15.00 - 16.30 | Lecture 20 | Structural estimation of directional dynamic games with multiple equilibria |
Fedor Iskhakov
John Rust
Bertel Schjerning
|