Course Outline – University of Copenhagen

Course Outline

Monday May 28th
09.00 - 10.30 Lecture 1 Introduction to QuantEcon

John Stachurski

10.45 - 12.15 Lecture 2 Numerical tools and techniques

John Stachurski

12.15 - 13.15 Lunch
13.15 - 14.45 Lecture 3 Dynamic Programming

John Stachurski

15.00 - 16.30 Lecture 4 Macroeconomic Applications

John Stachurski

16.45 - 18.15 Computer lab / Office hours
Tuesday May 29th
09.00 - 10.30 Lecture 5

Introduction to structural estimation of dynamic discrete choice models 

(NFXP and Engine replacement)

John Rust
10.45 - 12.15 Lecture 6

Structural estimation of dynamic discrete choice models I 

(MPEC and NFXP)

Bertel Schjerning

12.15 - 13.15 Lunch
13.15 - 14.45 Lecture 7

Structural estimation of dynamic discrete choice models II 
(NPL, BBL, CCP, SMD, MSM)

John Rust

Bertel Schjerning

15.00 - 16.30 Lecture 8 Stationary and Nonstationary Equilibrium in Durable Goods Markets John Rust
16.45 - 18.15 Computer lab / Office hours
Wednesday May 30th
09.00 - 10.30 Lecture 9 The Art of Structural Modeling Michael Keane
10.45 - 12.15 Lecture 10 Continuous and discrete-continuous decision problems Fedor Iskhakov
12.15 - 13.15 Lunch
13.15 - 14.45 Lecture 11 Life-cycle labour supply, human capital accumulation and savings

Fedor Iskhakov

Michael Keane

15.00 - 16.30 Lecture 12 Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Simon Scheidegger

16.45 - 18.15 Computer lab / Office hours

Thursday May 31st and Friday June 1st


Conference on Dynamic Structural Models

Saturday June 2nd

09.00 - 10.30 Lecture 13 Machine Learning Methods for Structural Models Victor Chernozhukov 
10.45 - 12.15 Lecture 14 Applied Machine Learning: Structural models with real world applications Sanjog Misra
12.15 - 13.15 Lunch
13.15 - 14.45 Lecture 15 Parallel Programming Simon Scheidegger
15.00 - 16.30 Lecture 16 Estimating static games with multiple equilibria Bertel Schjerning
16.45 - 18.15 Computer lab / Office Hours

Sunday June 3rd

09.00 - 10.30 Lecture 17 Estimation of Dynamic Games I: 
Application: Measuring the Incentive to Collude: The Vitamin Cartels, 1990-1999
Mitsuru Igami
10.45 - 12.15 Lecture 18

Estimation of Dynamic Games II:

Application: Mergers, Innovation, and Entry-Exit Dynamics: Consolidation of the Hard Disk Drive Industry 

Mitsuru Igami
12.15 - 13.15 Lunch
13.15 - 14.45 Lecture 19

Solving directional dynamic games for all Markov perfect equilibria

Fedor Iskhakov

John Rust

Bertel Schjerning

15.00 - 16.30 Lecture 20 Structural estimation of directional dynamic games with multiple equilibria

Fedor Iskhakov

John Rust

Bertel Schjerning