ICE 2009 Schedule

ICE 2009

ICE 2009 Home PageICE Home Page — Ken Judd’s Home Page

Schedule

Monday, August 3, 2009
 
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, Kenneth Judd
3:30pm – 5:00pmConstrained Optimization Approaches to Structural Estimation I, Che-Lin Su. AMPL Files.
5:00pm - 8:00pmOptional session on programming: "Optimizers, Hessians, and Other Dangers," Benjamin S. Skrainka (University College London). Example.
Tuesday, August 4, 2009
9:00 am – 10:30 amNumerical Dynamic Programming: Discrete States, Kenneth Judd.
11:00am – 12:30pmOptimization Software,Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises, Todd Munson.
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, August 5, 2009
9:00 am – 10:30 amContinuous-state dynamic programming, Kenneth Judd. Please see http://bucky.stanford.edu/econ418002k4/ for more detailed notes.
11:00am – 12:30pmComplementarity and Games, Todd Munson. Solvers and tutorials.
12:30pm – 1:30pmLunch
1:30pm – 3:00pmWorkshop, software tutorials, demonstrations, exercises, Kenneth Judd
3:30pm – 5:00pmConstrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files.
5:00pm - 8:00pmOptional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Thursday,August 6, 2009
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 – 5:00pmBayesian Models and Simulation Methods, Peter Rossi.
NOTE: Please download and install R and the R contributed package "bayesm"
5:00pm - 8:00pmOptional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Friday, August 7, 2009
9:00am – 10:30amSoftware Tutorial, Peter Rossi
NOTE: Please download and install R and the R contributed package "bayesm"
11:00am - 12:30pmDensity Estimation via Process Priors and Bayesian IV, Peter Rossi
12:30pm - 1:30pmLunch
1:30pm - 2:45pmPerturbation methods for dynamic stochastic models I, Kenneth Judd
3:00pm - 4:00pmPerturbation methods for dynamic stochastic models II, Kenneth Judd
7:00pm - 9:00pmDinner at Pizza Capri (Hyde Park location)
Saturday, August 8, 2009
Sunday, August 9, 2009
Monday, August 10, 2009
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 – 3:00pm"Computing Orthant Probabilities," Kenneth Judd and "Nonparametric Discrete Choice Methods", Benjamin S. Skrainka (University College London)
3:30pm - 5:00pm"Finding All Solutions for Dynamic Games," Karl Schmedders (University of Zurich)
Tuesday, August 11, 2009
9:00 am – 10:30 amCondor follow-up: Greg Thain
10:30 am - 12:00pmOffice Hours
12:00pm - 1:00pmLunch
1:00pm - 2:30pm"Automatic Differentiation in Practice: An Application to the Estimation of SDGE Models," Luca Guerrieri (Federal Reserve Board of Governers). Download Tapenade.
2:45pm – 3:45pmProject Presentations
4:00pm – 5:00pmTBA
Wednesday, August 12, 2009
9:00 am – 10:30 amProject Presentations
10:30 am – 12:30 pm"Computing Equilibria of Repeated and Dynamic Games," Sevin Yeltekin (Carnegie Mellon University)
12:30pm – 1:30pmLunch
1:30pm – 3:00pmOffice Hours
3:30pm - 5:00pm"Tackling Multiplicity of Equilibria with Gröbner Bases," Karl Schmedders (University of Zurich)
and Felix Kubler (University of Zurich)
Thursday, August 13, 2009
9:00am - 10:30amProject Presentations
10:45am - 12:30pmOffice Hours
12:30pm – 1:30pmLunch
1:30pm - 3:00pmProject Presentations
3:30pm - 5:00pm"Verifying Competitive Equilibria in Dynamic Economies," Felix Kubler (University of Zurich)
Friday, August 14, 2009
Empirical Microeconomics ConferenceOrganizers: Ali Hortacsu and Jeremy Fox
9:30am - 10:30am"Estimating the Technology of Skill Formation," James Heckman (University of Chicago)
10:45am - 11:45am"Learning-by-Doing, Organizational Forgetting, and Industry Dynamics," Mark Satterthwaite (Kellogg School of Management, Northwestern University)
12:00pm - 1:30pmLunch
1:30pm - 2:30pm"Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the US Cement Industry,"
Hector Perez-Saiz (University of Chicago)
2:45pm - 3:45pm"Price Controls and Competition in Gasoline Retail Markets," Jean Francois Houde (University of Wisconsin, Madison)
4:00pm - 5:00pm"Simple Markov-Perfect Industry Dynamics," Jeffrey Campbell (Federal Reserve Bank of Chicago)
6:00pm – 10:00pmFarewell Dinner - A Taste of Hyde Park, Rosenwald Hall, Room 329.