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Implementation of Structural Dynamic Models: Methodology and Applications

29 and 30 August 2017

This conference on implementation of structural economic models of dynamic behavior with empirical applications is organised by cemmap and the Department of Economics at University College London (UCL).  The conference programme offers an exciting mix of applied and theoretical work. 
Confirmed speakers
Jaap H. Abbring (Tilburg University)
Victor Aguirregabiria (University of Toronto)
Matteo Bobba (TSE)
Moshe Buchinsky (UCLA)
Sanghmitra Gautam (WashU)
Daniel Goetz (Toronto)
Mitsuru Igami (Yale)
Michael Keane (University of Oxford)
Elena Krasnokuskya (Johns Hopkins)
Joan Llull (Universitat Autonoma de Barcelona)
Arvind Magesan (Calgary)
Bob Miller (Carnegie Mellon)
Pedro Mira (CEMFI)
Lars Nesheim (UCL)
Florian Oswald (Sciences Po)
Theodore Papageorgiou (McGill)
Ami Ko (UPenn)
Nicolas Roys (St Louis Fed)
John Rust (Georgetown University)
Sharon Traiberman (Yale)
Haiqing Xu (Texas-Austin)
Tuesday 29 August
8:45 - 9:00 Registration and coffee
9:00 - 9:15 Welcome
09:15-10:00 Bob Miller (Carnegie Mellon): “Bidding Frictions in Ascending Auctions”
10:00-10:45 Mitsuru Igami (Yale): “Mergers, Innovation, and Entry-Exit Dynamics”
10:45-11:15 Break
John Rust (Georgetown): “Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market”
Lars Nesheim (UCL): “CCP and the Estimation of Nonseparable Dynamic Models”
Florian Oswald (Sciences Po): “Consumer Bankruptcy and Mortgage Default”
Sanghmitra Gautam (WashU): “Household (Under) Adoption of Sanitation”
12:15-13:30 Lunch and poster sessions
13:30-14:15 Daniel Goetz (Toronto): “Competition and Dynamic Bargaining in the Broadband Industry”
14:15-15:00 Elena Krasnokuskya (Johns Hopkins): “Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance”
15:00-15:30 Break
15:30-16:15 Sharon Traiberman (Yale): “Occupations and Import Competition”
16:15-17:00 Theodore Papageorgiou (McGill): “Geography, Search Frictions and Endogenous Trade Costs”
17:00-18:30 Drinks reception
19:00- Dinner (by invitation only)

Wednesday 30 August
8:45 - 9:15 Coffee and pastry
09:15-10:00 Victor Aguirregabiria (Toronto)/Pedro Mira (Cemfi): “Sufficient Statistics in Fixed Effects Dynamic Structural Logit Models”
10:00-10:45 Haiqing Xu (Texas Austin): “Semiparametric Estimation of Dynamic Discrete Choice Models”
10:45-11:15 Break
Nicolas Roys (St Louis Fed): “Skills Prices, Occupation and Changes in the Wage Structure for Low-skilled Men”
Matteo Bobba (TSE): “Labor Market Frictions, Informality and Schooling Investments”
Joan Llull (Universitat Autonoma de Barcelona): Internal Migration in Dual Labor Markets”
Arvind Magesan (Calgary): “Identification and Estimation of Dynamic Games when Players’ Beliefs Are Not in Equilibrium”
12:15-13:30 Lunch and poster sessions
13:30-14:15 Jaap H. Abbring (Tilburg): “The Econometrics of Optimal Stopping: Identification, Computation and Estimation”
14:15-15:00 Ami Ko (UPenn): “Equilibrium Analysis of the Long-Term Care Insurance Market”
15:00-15:30 Break
15:30-16:15 Moshe Buchinsky (UCLA): “The Role of Women and Men in Choices of Residential and Work Locations in Israel”
16:15-17:00 Michael Keane (Oxford): “Effects of Taxes and Safety Net Pensions on Life-Cycle Labor Supply, Savings and Human Capital: the Case of Australia”
Travel and accommodation
Participants are expected to cover their own travel and accommodation costs.
Preferential rates have been negotiated with the Ambassadors Bloomsbury hotel, which is only a short walk to the venue and UCL.
Rate: Double room - £150 per night inclusive of VAT and breakfast.
To book please email Ashish Bisht and quote "UCL Structural Dynamic Models Conference".
Scientific committee
Dennis Kristensen, University College London
Aureo de Paula, University College London
John Rust, Georgetown University.
Fedor Iskhakov, Australian National University
Bertel Schjerning, University of Copenhagen.


Contact Dennis Kristensen for further inquiries:


30 Euston Square, London, NW1 2FB

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We gratefully acknowledge financial support from the ERC (through starting grant No 312474).

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