2nd Conference on Dynamic Structural Models – University of Copenhagen

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2nd Conference on Structural Dynamic Models:

“Methodology and applications of structural dynamic models and machine learning”

Call for papers

Following the success of the 1st Conference on Structural Dynamic Models that was held at University College London on 29 and 30 August 2017, the program committee aims for a series of annual conferences that can serve as a focal point for promoting and disseminating structural econometric work on dynamic decision processes in microeconomics. We hope that bringing together researchers on a regular basis will be instrumental for the exchange of ideas and discussion of recent results within this field.

The Centre for Computational Economics (CCE) is therefore pleased to announce the Second Conference on Structural Dynamic Models to be held at the Department of Economics at University of Copenhagen, May 31st –June 1st 2018.

We invite both applied and methodological work on implementation and estimation of structural dynamic models for individual decision making within, but not restricted to, the fields of Industrial Organization, Labor, Public, Health, Development, Environmental and Urban and Regional Economics This include papers on auction models, dynamic discrete choice models, dynamic games and their applications to differentiated product demand, oligopoly equilibrium, etc. A clear link between the theoretical economic model and econometric model should be a hallmark of the papers presented.

This year's conference has a special focus on machine learning, and artificial intelligence more generally. Given the issue of "curse of dimensionality" that arises in structural models and the promising new machine learning methods, we think there would be many interesting areas for productive cross-fertilization of ideas between the structural econometrics literature and machine learning.  We therefore encourage submission of papers that aim to use machine learning and artificial intelligence to facilitate solution and estimation of dynamic structural models.

Confirmed Speakers: 

  • Eric French (University College London)
  • Mitsuru Igami (Yale University)
  • Michael Keane (King’s College London and University of New South Wales)
  • Costas Meghir (Yale University)
  • John Stachurski (Australian National University)
  • Simon Scheidegger (University of Zurich)

Paper submission

We primarily invite submissions of complete papers, but will also consider submissions of extended abstracts (2 pages). Prospective contributors are invited to submit papers at

http://editorialexpress.com/conference/Dynamics2018/

Deadline for submission: 15 February 2018

All submitted papers will be reviewed prior to acceptance for presentation. The scientific committee will finish the review process by 15 March 2017 and will notify applicants by email. Following the review process, a final program will be put together and posted at the conference’s website. 

Special Issue in The Econometrics Journal

To disseminate the work presented at the conference, invited speakers and other participants at the conference are encouraged to submit papers on the topic of the conference for a special issue of The Econometrics Journal (EctJ). EctJ aims to publish high quality research papers relevant to contemporary econometrics in which primary emphasis is placed on important and original contributions of substantive direct or potential value in applications. EctJ is particularly interested in shorter articles (of no more than 20 pages) in (applied) econometrics that address leading cases rather than provide an exhaustive treatment. Thus, the special issue will be a potential outlet for novel computational and/or econometric aspects of the research presented. 

Summer School

There will be a 5 day summer school held in conjunction with the conference that focus on the empirical application of dynamic programming (DP) models and will discuss state of the art methods for solving and simulating DP models and estimating them, with a number of empirical applications to illustrate how these tools and methods are used in practice. We will also discuss the formulation and solution of dynamic equilibrium models and dynamic games and provide state of the art algorithms for finding equilibria and simulating and estimating such models. The summer school will also introduce students to machine learning methods and how these methods can be used to facilitate structural estimation of dynamic structural models.

Lectures will be given by: Fedor Iskhakov (Australian National University), Michael Keane (King’s College London and University of New South Wales), Simon Scheidegger (Zurich University), John Stachurski (Australian National University), John Rust (Georgetown University), and Bertel Schjerning (University of Copenhagen).

Students attending the summer school are expected to participate in the conference and the summer school is therefore planned for 3 days before and 2 days after the conference (May 28th-May 30th  and June 2nd-3rd).

More information will follow soon. 

Format of presentation and discussion

The conference will consist of plenary sessions only. Each speaker will have 45 minutes including discussion.  

Travel and accommodation

Participants are expected to cover their own travel and accommodation costs. Arrangements for preferential rates at a range of hotels will be posted on the conference website. 

Program Committee

  • Jaap Abbring, Tilburg University
  • Fedor Iskhakov, Australian National University
  • Dennis Kristensen, University College London
  • Michael Keane, King’s College London and University of New South Wales
  • Aureo de Paula, University College London
  • John Rust, Georgetown University.
  • Bertel Schjerning, University of Copenhagen.

Feel free to contact Bertel Schjerning for further inquiries: bertel.schjerning@econ.ku.dk 

Acknowledgements

We gratefully acknowledge financial support from The Econometrics Journal and Independent Research Fund Denmark (IRFD) through the Research Grant “Solving and Estimating Dynamic Games with Multiple Equilibria”.