Student repository for the short IO course in Berten in December 2021
Link to the course page: https://www.nhh.no/en/courses/empirical-io-dynamic-structural-models-/
Please, fill in student information form: https://tinyurl.com/bergen2021
Accept the GitHub Classroom assignment to submit your code to Anders for the tournament: https://classroom.github.com/a/qHIVxVAm
- This will create your personal repository to develop player code that we will be able to collect and put into a tournament
- John Rust, Georgetown University
- Bertel Scherning, University of Copenhagen
- Anders Munk-Nielsen, University of Copenhagen
- Fedor Iskhakov, Australian National University
All lectures are in the auditorium B.
9:00-10:30 [1] Introduction to structural estimation of dynamic discrete choice models, John Rust
10.45-12.15 [2] Nested fixed point (NFXP) estimator, Bertel Schjerning
13.15-14.45 [3] Mathematical programming with equilibrium constraints (MPEC), Bertel Schjerning
15.00-16.30 Practice: Zurcher model (NFXP and MPEC)
9:00-10:30 [4] Nested pseudo-likelihood (NPL) and conditional choice probability (CCP) estimators, Bertel Schjerning
10.45-11.30 [5] Few more estimators (BBL, EPL, MSM), Fedor Iskhakov
11.30-12.15 [5'] Identification of dynamic structural models, John Rust
13.15-14.45 [6] Dynamic discrete-continuous choice problems and endogenous grid method (DCEGM), Fedor Iskhakov
15.00-16.30 Practice: Zurcher model (NPL and CCP); DCEGM exercise
09.00-10.30 [7] Berry–Levinsohn–Pakes (BLP) estimator, Anders Munk-Nielsen
10.45-11.45 [8] Dynamic models of equilibrium, John Rust
12.00-13.30 [9] Stationary equilibrium model of durable goods market, Fedor, Bertel, Anders
14.15-15.30 Seminar of Economics Department (E209/210) by John Rust
16.00-17.30 Practice: BLP exercise; equilibrium trade in automobile markets
9:00-10:30 [10] Modelling static games, Anders Munk-Nielsen
10.45-12.15 [11] MLE, MPEC, CCP and NPL estimators for static games, Bertel Schjerning
13.15-14.45 [12] Estimation of dynamic games with MPEC, CCP, NPL estimators, Bertel Schjerning
15.00-16.30 Practice: Playing the pricing game; dynamic entry game exercise
9:00-10:30 [13] Modelling directional dynamic games, John Rust
10.45-12.15 [14] Solving dynamic games with multiple equilibria, recursive lexicographical search (RLS), Fedor and Bertel
13.15-14.45 [15] Nested MLE estimator for dynamic directional games with multiple equilibria (NRLS), Fedor and Bertel
15.00-16.30 Questions and answers, open discussion, meetings with lecturers