Lectures
1. Introduction to dynamic structural econometrics
Robert A. Miller Monday, 30 June
2. Conditional independence and the inversion theorem
Robert A. Miller Monday, 30 June
3. Doubly nested fixed point (NFXP) algorithm for estimation of equilibrium models
Bertel Schjerning Monday, 30 June
4. Endogenous grid point methods (EGM and DCEGM)
Fedor Iskhakov Monday, 30 June
5. Unobserved Heterogeneity and Finite Dependence
Robert A. Miller
Tuesday, 1 July Recording missing
6. Structural Dynamic Discrete Choice Models with Fixed Effects
Victor Aguirregabiria
Tuesday, 1 July Recording missing
7. Sequential estimation of dynamic discrete games
Victor Aguirregabiria Tuesday, 1 July
8. Connections between structural estimation, machine learning, and reinforcement learning
John Rust, Enoch Hyunwook Kang Tuesday, 1 July
9. The Design and Use of New Measures
Orazio Attanasio Saturday, 2 July
10. Principal Agent Models with Asymmetric Information
Robert A. Miller Saturday, 2 July
11. Learning and Dynamic Schooling Decisions
Arnaud Maurel Saturday, 2 July
12. Using Subjective Expectations Data to Estimate Educational Choice Models
Michela Tincani Saturday, 2 July
13. Incorporating Unobserved Heterogeneity into Structural Models
Stephane Bonhomme Saturday, 5 July
14. Heterogeneous expectations in life cycle models
Jochem de Bresser Saturday, 5 July
15. Dynamics Games and Empirical Work in Industrial Organization: Experience Based Equilibria
Ariel Pakes Saturday, 5 July
16. Identification and estimation of non-equilibrium beliefs in games of incomplete information using experimental data
Victor Aguirregabiria Saturday, 5 July
17. Estimation of static games with multiple equilibria
Bertel Schjerning Saturday, 6 July
18. Bertrand competition with cost reducing investments
Fedor Iskhakov Saturday, 6 July
19. Solving and estimating directional dynamic games, RLS and NRLS
Iskhakov, Schjerning Saturday, 6 July
20. Are People Rational?
John Rust Saturday, 6 July
Conference presentations
1. Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation
Arnaud Maurel (Duke), joint with J. Bunting and P. Diegert
Recording missing
2. Trade-Offs Between Ranking Objectives: Reduced-Form Evidence and Strucural Estimation
Rafael P. Greminger (UCL)
Recording missing
3. Parental Beliefs and Learning: How Perceptions of the Process of Child Development Change
Orazio Attansio (Yale), joint with Flavio Cunha, Pamela Jervis and Alessandro Toppeta
Recording missing
4. A Structural Analysis of Opioid Misuse: Health, Labor, Policy, and Misperception of Opioid Misuse Risk
Jaepil Lee (Carnegie Mellon)
Recording missing
5. Estimating Individual Responses when Tomorrow Matters
Stephane Bonhomme (Chicago), joint with Angela Denis
Recording missing
6. Production function estimation using subjective expectations data
Aureo de Paula (UCL), joint with Agnes Norris Keiller and John Van Reenen
Recording missing
7. Life-cycle fertility, human capital, and family polices: A Discrete-Continuous Choice Framework
Robert A. Miller (Carnegie Mellon), joint with George-Levi Gayle and Andres Hincapie
Recording missing
8. Job Search and Mobility Over the Life-Cycle: Implications for the Child Penalty”
Minji Bang (Cambridge), joint with Hanna Wang
Recording missing
9. Models of Markets (from empirical work to theory and back again)
Ariel Pakes (Harvard)
10. Costly Attention and Retirement
Jamie McCuish (HEC Paris)
11. Policy Uncertainty, Misinformation, and Statutory Retirement Age Reform
Maximilian Blesch (Humboldt), joint with Bruno Veltri
12. Least Squares Estimation of Dynamic Games with Unobserved Heterogeneity
Sorawoot Srisuma (NUS), joint with Abhimanyu Gupta and Fabio Sanches
13. Using Subjective Expectations Data to Allow for Unobserved Heterogeneity in Hotz-Miller Estimation Strategies
Yu Zheng (Queen Mary), joint with Juan Pantano
14. Dynamic Choice Models with Conditional Gauss Markov Signals
Ivana Komunjer (Georgetown)
15. On the Identification of Models of Uncertainty, Learning, and Human Capital Acquisition with Sorting
Sergio Salgado (UPenn), joint with Aureo de Paula, Cristina Gualdani and Elena Pastorino
16. Making Waves: Secondary Markets for Automobiles under Macro Shocks
Dan Cao (Georgetown), joint with Fedor Iskhakov, John Rust and Bertel Schjerning
17. Expectation Formation and Educational Investment: Evidence from Labor Market Shocks
Moritz Mendel (Aalto University), joint with Alex Armand, Pedro Carneiro and Alessandro Toppeta
18. Integrating Subjective Beliefs Data into Dynamic Structural Models of Firm Behavior
Victor Aguirregabiria (Toronto), joint with Arvind Magesan