ICE 2007 Schedule

ICE 2007 HomeICE Home PageKen Judd’s Home Page

Monday, July 30, 2007
 
9:00 am – 10:30 amIntroduction to Optimization, Sven Leyffer. Solvers and tutorials.
11:00am – 12:30pmOptimization in AMPL, Todd Munson. Solvers and tutorials.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises
4:00pm – 5:00pmMath Programming Approach to Structural Estimation I: Demand System, Che-Lin Su. Background paper; AMPL Code.
Tuesday, July 31, 2007
9:00 am – 10:30 amOptimization Software, Sven Leyffer. Solvers and tutorials.
11:00am – 12:30pmNumerical Dynamic Programming: Discrete States, Kenneth Judd
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises
4:00pm – 5:00pmMath Programming Approach to Structural Estimation II: Dynamic Programming, Che-Lin Su; AMPL Code
5:00pm – 6:00pmPoster Session
Wednesday, August 1, 2007
9:00 am – 10:30 amContinuous-state dynamic programming, Kenneth Judd
11:00am – 12:30pmComplementarity and Games, Todd Munson. Solvers and tutorials.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises
4:00pm – 5:00pmMath Programming Approach to Structural Estimation III: Games, Che-Lin Su; AMPL Code
6:30pm – 11:00pmGroup Outing at Goose Island Brewery, 1800 N. Clybourn Street, Chicago IL . Buses leave from International House at 6:30pm.
Thursday, August 2, 2007
9:00 am – 10:30 amProjection methods for stochastic dynamic models, Kenneth Judd
11:00am – 12:30pmSolving Dynamic Games with Newton’s Method, Karl Schmedders
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises
4:00pm – 5:00pmPerturbation methods for dynamic stochastic models, Kenneth Judd
Friday, August 3, 2007
9:00 am – 10:30 amSolving Heterogenious Agent Models, Kenneth Judd
11:00am – 12:30pmSimulation Methods, Peter Rossi. Supplemental Material.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmSoftware Tutorial, Peter Rossi. Supplemental Material.
4:00pm – 5:00pmSeminar Talk: “Learning-by-Doing, Organizational Forgetting and Industry Dynamics,” Mark Satterthwaite, Kellogg School of Management, Northwestern University. Supplemental Materials.
Saturday, August 4, 2007
Sunday, August 5, 2007
Monday, August 6, 2007
9:00 am – 10:30 amSimulation Methods II, Peter Rossi. Supplemental Material.
11:00am – 12:30pmCondor: Supercomputing without a Super-Budget, Greg Thain and Steve Wright , University of Wisconsin
12:30pm – 1:30pmLunch
1:30pm – 3:30pmCondor: software tutorials, demonstrations, exercises
4:00pm – 5:00pmSeminar Talk: Finding All Solutions for Dynamic Games, Karl Schmedders
Tuesday, August 7, 2007
9:00 am – 10:30 amStudent Presentations
11:00am – 12:30pmOffice Hours
12:30pm – 1:30pmLunch
1:30pm – 2:30pmSeminar Talk: “Bayesian Estimation with Sparse Grids,” Thomas Mertens, Harvard University (with Kenneth Judd, Hoover Institution)
2:45pm – 3:45pmStudent Presentations
4:00pm – 5:00pmSeminar Talk: TBA
Wednesday, August 8, 2007
9:00 am – 11:00 amStudent Presentations
11:30am – 12:30pmSeminar Talk: “Solving Continuous Time Models in Financial Economics,” Thomas Cosimano (with Yu Chen, Idaho State University and Alex Himonas, University of Notre Dame)
12:30pm – 1:30pmLunch
1:30pm – 2:30pmSeminar Talk: Estimation of Games of Entry with an Application to the Shopping Center Industry, Maria-Ana Vitorino
2:45pm – 3:45pmStudent Presentations
4:00pm – 5:00pmSeminar Talk: “Generalizing Examples in Computational Experiments,” Felix Kubler, University of Pennsylvania
6:00pm – 8:00pmConference Dinner
Thursday, August 9, 2007
9:00 am – 10:00 amSeminar Talk: “Bayesian Instruments via Dirichlet Process Priors,” Peter Rossi, Chicago GSB. Supplemental materials.
10:15 am – 11:15 amSeminar Talk: “Tackling Multiplicity of Equilibria with Gröbner Bases,” Felix Kubler, University of Pennsylvania (with Karl Schmedders). Supplemental Reading.
11:30 am – 12:30 pmPanel Discussion: Computational Economics