ICE 2008 Home Page — ICE Home Page — Ken Judd’s Home Page
| Monday, July 28, 2008 | |
|---|---|
| 9:00 am – 10:30 am | Welcome and Introduction to Optimization, Kenneth Judd |
| 11:00am – 12:30pm | Optimization in AMPL, Todd Munson. |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises |
| 4:00pm – 5:00pm | Constrained Optimization Approaches to Structural Estimation I, Che-Lin Su. AMPL Files. |
| Tuesday, July 29, 2008 | |
| 9:00 am – 10:30 am | Numerical Dynamic Programming: Discrete States, Kenneth Judd. |
| 11:00am – 12:30pm | Optimization Software, Sven Leyffer. |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises |
| 4:00pm – 5:00pm | Constrained Optimization Approaches to Structural Estimation II, Che-Lin Su. AMPL Files. |
| 5:00pm – 6:00pm | Poster Session |
| 6:30pm – 9:45pm | Dinner – Goose Island Brewery (includes brewery tours). Transportation provided from and to International House. Buses will depart International House at 6:30pm and dinner will begin at 7:00pm. |
| Wednesday, July 30, 2008 | |
| 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 | Constrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files. |
| Thursday, July 31, 2008 | |
| 9:00am – 10:30 am | Projection Methods for Dynamic Models, Kenneth Judd. AMPL code for a simple dynamic programming problem |
| 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 1, 2008 | |
| Empirical Microeconomics Conference | |
| 9:00am – 10:00am | Durable Goods Oligopoly with Innovation: Theory and Empirics, Ronald Goettler |
| 10:00am – 10:15am | Break |
| 10:15am – 11:15am | Do Switching Costs Make Markets Less Competitive?, Günter Hitsch |
| 11:15am – 11:30am | Break |
| 11:30am – 12:30pm | Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data, Peter Rossi. |
| 12:30pm – 2:00pm | Lunch |
| 2:00pm – 3:00pm | The Option Value of Educational Choices and the Rate of Return to Educational Choices. James J. Heckman. Appendix. Word document on quadrature method. |
| 3:00pm – 3:15pm | Break |
| 3:15pm – 4:15pm | An Empirical, Repeated Matching Game Applied to Market Thickness and Switching, Jeremy Fox |
| 4:15pm – 4:30pm | Break |
| 4:30pm – 5:30pm | Learning-by-Doing, Organizational Forgetting, and Industry Dynamics: Computational Issues, Mark A. Satterthwaite. Slides. |
| 6:45pm – 9:15pm | Conference Dinner – Army and Lou’s. Transportation provided from and to International House. Buses will depart International House at 6:45pm, dinner will begin at 7:00pm |
| Saturday, August 2, 2008 | |
| Sunday, August 3, 2008 | |
| Monday, August 4, 2008 | |
| 9:00 am – 10:30 am | Condor: Supercomputing without a Super-Budget and Using Condor: An Introduction, Greg Thain and Steve Wright , University of Wisconsin |
| 10:30 am – 12:30 pm | Condor: Software Tutorials, Demonstrations, and Exercises |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:30pm | Bayesian Models and Simulation Methods, Peter Rossi. NOTE: Please download and install R and the R contributed package “bayesm“ |
| 4:00pm – 5:00pm | Software Tutorial, Peter Rossi NOTE: Please download and install R and the R contributed package “bayesm“ |
| Tuesday, August 5, 2008 | |
| 9:00 am – 12:30 am | Density Estimation via Process Priors and Bayesian IV, Peter Rossi |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 2:30pm | Forum on Computational Economics: Kenneth Judd, Karl Schmedders, Che-Lin Su, Greg Thain and Steve Wright |
| 2:45pm – 3:45pm | Office Hours |
| 4:00pm – 5:00pm | Finding All Solutions for Dynamic Games, Karl Schmedders. Supplemental material |
| Wednesday, August 6, 2008 | |
| 9:00 am – 10:30 am | Student Presentations |
| 10:45 am – 12:30 pm | Office Hours |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 2:30pm | Seminar Talk: Does it Pay to Get a Reverse Mortgage? Valentina Michelangeli. Slides. Code. |
| 2:45pm – 3:45pm | Student Presentations |
| 4:00pm – 5:00pm | Seminar Talk: Optimal Income Taxation with Multidimensional Taxpayer Types, Che-Lin Su |
| Thursday, August 7, 2008 | |
| 9:00 am – 11:00 am | Student Presentations |
| 11:15 am – 12:30 pm | Office Hours |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 2:30pm | Seminar Talk: Investigating Bid Preferences at Low-Price, Sealed-Bid Auctions with Endogenous Participation, Timothy Hubbard |
| 2:45pm – 3:45pm | Student Presentations |
| 4:00pm – 5:00pm | Seminar Talk: From Climate Models to Earth System Models, Robert Jacob |
| Friday, August 8, 2008 | |
| Macro Conference | |
| 9:00am – 10:00am | Uncertainty Matters: The Real Effects of Volatility Shocks, Jesus Fernandez-Villaverde |
| 10:00am – 10:30am | Break |
| 10:30am – 11:30am | Duration-Based Volatility Estimation, Dobrislav Dobrev. Slides |
| 11:30am – 1:00pm | Lunch |
| 1:00pm – 2:00pm | Tackling Multiplicity of Equilibria with Gröbner Bases, Karl Schmedders |
| 2:00pm – 2:30pm | Break |
| 2:30pm – 3:30pm | Continuous Time One-Dimensional Asset Pricing Models with Analytic Price-Dividend Functions, Thomas Cosimano . Maple program. Slides. |
| 3:30pm – 4:00pm | Break |
| 4:00pm – 5:00pm | Bond Ladders and Optimal Portfolios, Kenneth Judd. Slides |
| 6:00pm – 10:00pm | ICE Farewell Dinner |