DSE 2019 Course Program
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FromToTopicLecturers
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Monday July 8th
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9:0010:30Lecture 1Introduction to structural estimation of dynamic discrete choice models (NFXP and Engine replacement)John Rust
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10:4512:15Lecture 2Structural Estimation of Dynamic Discrete Choice models (MPEC and NFXP)Bertel Schjerning
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12:1513:15Lunch
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13:1514:45Lecture 3Conditional Independence and Hotz-Miller inversionRobert A. Miller
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15:0016:30Lecture 4Identification in Dynamic Discrete Choice modelsRobert A. Miller
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16:4518:15Computer lab / Office hours
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Tuesday July 9th
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9:0010:30Lecture 5The Art of Structural ModelingMichael Keane
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10:4512:15Lecture 6Estimation based on Hotz-Miller inversion, Pseudo MLE (PML), Methods of Simulated Moments (MSM), Minimum Distance
Estimators, Unobserved Heterogeneity (EM algorithm)
Robert A. Miller
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12:1513:15Lunch
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13:1514:45Lecture 7Machine Learning of Dynamic Discrete ChoiceWhitney Newey
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15:0016:30Lecture 8Review and implementation of estimation methods for dynamic discrete choice: MATLAB meets NFXP, CCP, MPEC, NPL, BBL, randomization and machine learning methodsBertel Schjerning,
Fedor Iskhakov
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16:4518:15Computer lab / Office hours
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Wednesday July 10th and Thursday July 11th
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3rd Conference on Dynamic Structural Models
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Friday July 12th
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9:0010:30Lecture 9TBAArial Pakes
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10:4512:15Lecture 10Identification of Firms' Beliefs and Learning in Empirical Dynamic Games of Oligopoly CompetitionVictor Aguirregabiria
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12:1513:15Lunch
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13:1514:45Lecture 11Dynamic model of advertizingGünter J. Hitsch
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15:0016:30Lecture 12Applied Machine Learning: Structural models with real world applications.Sanjog Misra
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16:4518:15Computer lab / Office Hours
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Saturday July 13th
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9:0010:30Lecture 13Nonstationary Dynamic Models with Finite DependenceRobert A. Miller
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10:4512:15Lecture 14Identification and estimation of the discount factor in dynamic discrete choice modelsØystein Daljord
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12:1513:15Lunch
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13:1514:45Lecture 15Continuous and discrete-continuous decision problemsFedor Iskhakov
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15:0016:30Lecture 16Stationary and Nonstationary Equilibrium in Durable Goods MarketsJohn Rust
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16:4518:15Computer lab / Office Hours
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Sunday July 14th
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9:0010:30Lecture 17Estimating static games with multiple equilibriaBertel Schjerning
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10:4512:15Lecture 18Dynamic Discrete Games in MarketingPaul Ellickson
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12:1513:15Lunch
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13:1514:45Lecture 19Solving directional dynamic games for all Markov perfect equilibriaJohn Rust,
Bertel Schjerning,
Fedor Iskhakov
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15:0016:30Lecture 20Nested MLE estimator for dynamic directional games with multiple equilibriaFedor Iskhakov
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