ICE 2007 Home — ICE Home Page — Ken Judd’s Home Page

Monday, July 30, 2007 | |
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9:00 am – 10:30 am | Introduction to Optimization, Sven Leyffer. Solvers and tutorials. |

11:00am – 12:30pm | Optimization in AMPL, Todd Munson. Solvers and tutorials. |

12:30pm – 1:30pm | Lunch |

1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises |

4:00pm – 5:00pm | Math Programming Approach to Structural Estimation I: Demand System, Che-Lin Su. Background paper; AMPL Code. |

Tuesday, July 31, 2007 | |

9:00 am – 10:30 am | Optimization Software, Sven Leyffer. Solvers and tutorials. |

11:00am – 12:30pm | Numerical Dynamic Programming: Discrete States, Kenneth Judd |

12:30pm – 1:30pm | Lunch |

1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises |

4:00pm – 5:00pm | Math Programming Approach to Structural Estimation II: Dynamic Programming, Che-Lin Su; AMPL Code |

5:00pm – 6:00pm | Poster Session |

Wednesday, August 1, 2007 | |

9:00 am – 10:30 am | Continuous-state dynamic programming, Kenneth Judd |

11:00am – 12:30pm | Complementarity and Games, Todd Munson. Solvers and tutorials. |

12:30pm – 1:30pm | Lunch |

1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises |

4:00pm – 5:00pm | Math Programming Approach to Structural Estimation III: Games, Che-Lin Su; AMPL Code |

6:30pm – 11:00pm | Group 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 am | Projection methods for stochastic dynamic models, Kenneth Judd |

11:00am – 12:30pm | Solving Dynamic Games with Newton’s Method, Karl Schmedders |

12:30pm – 1:30pm | Lunch |

1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises |

4:00pm – 5:00pm | Perturbation methods for dynamic stochastic models, Kenneth Judd |

Friday, August 3, 2007 | |

9:00 am – 10:30 am | Solving Heterogenious Agent Models, Kenneth Judd |

11:00am – 12:30pm | Simulation Methods, Peter Rossi. Supplemental Material. |

12:30pm – 1:30pm | Lunch |

1:30pm – 3:30pm | Software Tutorial, Peter Rossi. Supplemental Material. |

4:00pm – 5:00pm | Seminar 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 am | Simulation Methods II, Peter Rossi. Supplemental Material. |

11:00am – 12:30pm | Condor: Supercomputing without a Super-Budget, Greg Thain and Steve Wright , University of Wisconsin |

12:30pm – 1:30pm | Lunch |

1:30pm – 3:30pm | Condor: software tutorials, demonstrations, exercises |

4:00pm – 5:00pm | Seminar Talk: Finding All Solutions for Dynamic Games, Karl Schmedders |

Tuesday, August 7, 2007 | |

9:00 am – 10:30 am | Student Presentations |

11:00am – 12:30pm | Office Hours |

12:30pm – 1:30pm | Lunch |

1:30pm – 2:30pm | Seminar Talk: “Bayesian Estimation with Sparse Grids,” Thomas Mertens, Harvard University (with Kenneth Judd, Hoover Institution) |

2:45pm – 3:45pm | Student Presentations |

4:00pm – 5:00pm | Seminar Talk: TBA |

Wednesday, August 8, 2007 | |

9:00 am – 11:00 am | Student Presentations |

11:30am – 12:30pm | Seminar 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 – 1:30pm | Lunch |

1:30pm – 2:30pm | Seminar Talk: Estimation of Games of Entry with an Application to the Shopping Center Industry, Maria-Ana Vitorino |

2:45pm – 3:45pm | Student Presentations |

4:00pm – 5:00pm | Seminar Talk: “Generalizing Examples in Computational Experiments,” Felix Kubler, University of Pennsylvania |

6:00pm – 8:00pm | Conference Dinner |

Thursday, August 9, 2007 | |

9:00 am – 10:00 am | Seminar Talk: “Bayesian Instruments via Dirichlet Process Priors,” Peter Rossi, Chicago GSB. Supplemental materials. |

10:15 am – 11:15 am | Seminar Talk: “Tackling Multiplicity of Equilibria with Gröbner Bases,” Felix Kubler, University of Pennsylvania (with Karl Schmedders). Supplemental Reading. |

11:30 am – 12:30 pm | Panel Discussion: Computational Economics |