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 missing

6. Structural Dynamic Discrete Choice Models with Fixed Effects

Victor Aguirregabiria Tuesday, 1 July 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

2. Trade-Offs Between Ranking Objectives: Reduced-Form Evidence and Strucural Estimation

Rafael P. Greminger (UCL)

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

4. A Structural Analysis of Opioid Misuse: Health, Labor, Policy, and Misperception of Opioid Misuse Risk

Jaepil Lee (Carnegie Mellon)

5. Estimating Individual Responses when Tomorrow Matters

Stephane Bonhomme (Chicago), joint with Angela Denis

6. Production function estimation using subjective expectations data

Aureo de Paula (UCL), joint with Agnes Norris Keiller and John Van Reenen

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

8. Job Search and Mobility Over the Life-Cycle: Implications for the Child Penalty”

Minji Bang (Cambridge), joint with Hanna Wang

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

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