Program

Preliminary program

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Saturday, 3 September 2011
17.00 – 19.00 Software Installation
 Ben Skrainka
Sunday, 4 September 2011
09.30 – 10.30 Introduction to Computational Economics Ken Judd
10.45 – 12.15 Numerical Optimization for Economists:
Unconstrained Optimization 		Todd Munson
12.15 – 13.15 Lunch  
13.15 – 14.15 Software tutorials, demonstrations, exercises Ken Judd
14.30 – 16.00 Numerical Optimization for Economists:
Constrained Optimization 		Todd Munson
16.00 – 17.30 Constrained Optimization Approaches to Structural Estimation I Che-Lin Su
17.30 – 19.00 Optional session on programming I Ben Skrainka
Monday, 5 September 2011
09.00 – 10.30 Numerical Optimization for Economists:
Complementarity Problems 		Todd Munson
10.45 – 12.15 Approximation and Quadrature Ken Judd
12.15 – 13.15 Lunch  
13.15 – 14.45 Advanced Topics: Mixed-Integer Optimization and Global Optimization Todd Munson
15.00 – 16.30 Non-linear equations Karl Schmedders
16.30 – 18.00 Constrained Optimization Approaches to Structural Estimation II Che-Lin Su
Tuesday, 6 September 2011
09.00 – 10.30 Constrained Optimization Approaches to Structural Estimation III Che-Lin Su
10.45 – 12.15 All Solution Homotopy Methods Karl Schmedders
12.15 – 13.15 Lunch  
13.15 – 14-45 Dynamic Programming and Overview Ken Judd
15.00 - 17.30   17.30 - 19.00 Office hours, homework and tutorials   Optional session on programming II Ben Skrainka
Wednesday, 7 September 2011
09.00 – 10.30 Software for Dynamic Programming Ken Judd
10.45 – 12.15 Gröbner Bases Felix Kübler
12.15 – 13.15 Lunch  
13.15 – 15.30 Poster session  
15.30 – 18.00 Office hours, homework and tutorials  
Thursday, 8 September 2011
09.00 – 10.30 Projection Methods Ken Judd
10.45 – 12.15 Dynamic Programs in Climate Economics Thomas Lontzek
12.15 – 13.15 Lunch  
13.15 – 14.45 Using supercomputing in Economics I Eric Aldrich
15.00 – 16.00 Using Supercomputing in Economics II Zhigang Feng
16.00 – 18.00 Office hours, homework  
Friday, 9 September 2011
09.00 – 10.30 Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices Felix Kübler
10.45 – 12.15 Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Models Ken Judd
12.15 – 13.15 Lunch  
13.15 – 15.00 Error analysis in dynamic models I Adrian Peralta-Alva
15.15 – 16.45 A Third Millenium Approach to Optimal Taxation Problems Ken Judd
Saturday, 10 September 2011
09.00 – 10.30 High Performance Quadrature Rules: How Numerical Integration  Affects a Popular Model of Product Differentiation Ben Skrainka
10.45 – 12.15 Error analysis in dynamic models II Adrian Peralta-Alva
12.15 – 13.15 Lunch  
13.15 – 14.45 Markov Chain Monte Carlo methods Walt Pohl
15.00 – 16.30 Collateral and Asset Prices Felix Kübler
Sunday, 11 September 2011
No official program on Sunday. We wish you all a safe journey back home