ICE 2008 Schedule

ICE 2008 Home PageICE Home Page — Ken Judd’s Home Page

Monday, July 28, 2008
 
9:00 am – 10:30 amWelcome and Introduction to Optimization, Kenneth Judd
11:00am – 12:30pmOptimization in AMPL, Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises
4:00pm – 5:00pmConstrained Optimization Approaches to Structural Estimation I, Che-Lin Su. AMPL Files.
Tuesday, July 29, 2008
9:00 am – 10:30 amNumerical Dynamic Programming: Discrete States, Kenneth Judd.
11:00am – 12:30pmOptimization Software, Sven Leyffer.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises
4:00pm – 5:00pmConstrained Optimization Approaches to Structural Estimation II, Che-Lin Su. AMPL Files.
5:00pm – 6:00pmPoster Session
6:30pm – 9:45pmDinner – 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 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 – 5:00pmConstrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files.
Thursday, July 31, 2008
9:00am – 10:30 amProjection Methods for Dynamic Models, Kenneth Judd. AMPL code for a simple dynamic programming problem
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 1, 2008
Empirical Microeconomics Conference
9:00am – 10:00amDurable Goods Oligopoly with Innovation: Theory and Empirics, Ronald Goettler
10:00am – 10:15amBreak
10:15am – 11:15amDo Switching Costs Make Markets Less Competitive?, Günter Hitsch
11:15am – 11:30amBreak
11:30am – 12:30pmBayesian Analysis of Random Coefficient Logit Models Using Aggregate Data, Peter Rossi.
12:30pm – 2:00pmLunch
2:00pm – 3:00pmThe Option Value of Educational Choices and the Rate of Return to Educational Choices. James J. Heckman. Appendix. Word document on quadrature method.
3:00pm – 3:15pmBreak
3:15pm – 4:15pmAn Empirical, Repeated Matching Game Applied to Market Thickness and Switching, Jeremy Fox
4:15pm – 4:30pmBreak
4:30pm – 5:30pmLearning-by-Doing, Organizational Forgetting, and Industry Dynamics: Computational Issues, Mark A. Satterthwaite. Slides.
6:45pm – 9:15pmConference 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 amCondor: Supercomputing without a Super-Budget and Using Condor: An Introduction, Greg Thain and Steve Wright , University of Wisconsin
10:30 am – 12:30 pmCondor: Software Tutorials, Demonstrations, and Exercises
12:30pm – 1:30pmLunch
1:30pm – 3:30pmBayesian Models and Simulation Methods, Peter Rossi. NOTE: Please download and install R and the R contributed package “bayesm
4:00pm – 5:00pmSoftware Tutorial, Peter Rossi NOTE: Please download and install R and the R contributed package “bayesm
Tuesday, August 5, 2008
9:00 am – 12:30 amDensity Estimation via Process Priors and Bayesian IV, Peter Rossi
12:30pm – 1:30pmLunch
1:30pm – 2:30pmForum on Computational Economics: Kenneth Judd, Karl Schmedders, Che-Lin Su, Greg Thain and Steve Wright
2:45pm – 3:45pmOffice Hours
4:00pm – 5:00pmFinding All Solutions for Dynamic Games, Karl Schmedders. Supplemental material
Wednesday, August 6, 2008
9:00 am – 10:30 amStudent Presentations
10:45 am – 12:30 pmOffice Hours
12:30pm – 1:30pmLunch
1:30pm – 2:30pmSeminar Talk: Does it Pay to Get a Reverse Mortgage? Valentina Michelangeli. Slides. Code.
2:45pm – 3:45pmStudent Presentations
4:00pm – 5:00pmSeminar Talk: Optimal Income Taxation with Multidimensional Taxpayer Types, Che-Lin Su
Thursday, August 7, 2008
9:00 am – 11:00 amStudent Presentations
11:15 am – 12:30 pmOffice Hours
12:30pm – 1:30pmLunch
1:30pm – 2:30pmSeminar Talk: Investigating Bid Preferences at Low-Price, Sealed-Bid Auctions with Endogenous Participation, Timothy Hubbard
2:45pm – 3:45pmStudent Presentations
4:00pm – 5:00pmSeminar Talk: From Climate Models to Earth System Models, Robert Jacob
Friday, August 8, 2008

Macro Conference
9:00am – 10:00amUncertainty Matters: The Real Effects of Volatility Shocks, Jesus Fernandez-Villaverde
10:00am – 10:30amBreak
10:30am – 11:30amDuration-Based Volatility Estimation, Dobrislav Dobrev. Slides
11:30am – 1:00pmLunch
1:00pm – 2:00pmTackling Multiplicity of Equilibria with Gröbner Bases, Karl Schmedders
2:00pm – 2:30pmBreak
2:30pm – 3:30pmContinuous Time One-Dimensional Asset Pricing Models with Analytic Price-Dividend Functions, Thomas Cosimano . Maple program. Slides.
3:30pm – 4:00pmBreak
4:00pm – 5:00pmBond Ladders and Optimal Portfolios, Kenneth Judd. Slides
6:00pm – 10:00pmICE Farewell Dinner