University of Chicago / Argonne National Laboratory

2005 Institute on Computational Economics

2005 ICE Schedule

Everyday
7:30 - 8:30 am   Breakfast
10:00 - 10:30 am   Coffee\Tea break
12:00 - 1:00 pm   Lunch
2:30 - 3:00 pm   Coffee\Tea break
4:15 - 4:45 pm   Coffee\Tea break
7:00 - 8:30 pm   Dinner

*Breakfast and lunch will be served in the Gallery at the APS conference site; dinner will be at the guesthouse.
 

Sunday, July 17, 2005
7:00 - 8:30 pm Welcome Dinner
8:30 - 10:00 pm Hospitality Suite You will receive six complementary drink tickets, one for each night.
             
Monday, July 18, 2005
8:15 - 8:30 am Welcome
8:30 - 10:00 am Todd Munson "Continuous Optimization with AMPL"
10:30 - 12:00 pm Todd Munson "Complementarity Problems with AMPL"
12:00 - 1:00 pm Lunch
1:30 - 2:30 pm Jorgé Moré "Problem Solving Environments for Optimization: NEOS"
3:00 - 4:15 pm   Tom Rutherford "A Model of Traffic Congestion, Housing Prices and Compensating Wage Differentials"
          * Gams File
4:45 - 6:00 pm   Karl Schmedders "A Computational Approach to Proving Uniqueness in Static and Dynamic Games"
Tuesday, July 19, 2005
8:30 - 10:00 am Sven Leyffer "Solution of Leader-Follower Games"
10:30 - 12:00 pm Edward Prescott "Solving Moral Hazard Problems Using the Dantzig-Wolfe Algorithm"
12:00 - 1:00 pm Lunch
1:30 - 2:30 pm Sven Leyffer "Software Demo (NLP solvers, failure modes)"
3:00 - 4:15 pm Kenneth Judd & "Computing Solutions for Moral Hazard Problems"
Che-Lin Su
4:45 - 6:00 pm   Myrna Wooders "Solutions for cooperative games with many players (2 papers & handout)"
Wednesday, July 20, 2005
8:30 - 10:00 am Kenneth Judd "Numerical Methods for Dynamic Programming I"
10:30 - 12:00 pm Kenneth Judd "Numerical Methods for Dynamic Programming II"
12:00 - 1:00 pm Lunch
1:30 - 2:30 pm Sven Leyffer & "Poster Session"
Todd Munson
3:00 - 4:15 pm Rosa Matzkin "The Browser War"
4:45 - 6:00 pm   John Birge "Large-Scale Stochastic Dynamic Programs"
Thursday, July 21, 2005
8:30 - 10:00 am Jesus Villaverde "Perturbation Methods for Dynamic Macro Models"
10:30 - 12:00 pm Felix Kubler "Stochastic OLG Models and Heterogeneous Agents"
12:00 - 1:00 pm Lunch
1:30 - 2:30 pm Michel Juillard "Using Dynare to Solve Dynamic Economic Models (Dynare & RBC models)"
3:00 - 4:15 pm Kenneth Judd & "Dynamic Programming in AMPL"
Che-Lin Su
4:45 - 6:00 pm   Andrew Levin "Perturbation Methods for Optimal Policy Problems"
Friday, July 22, 2005
8:30 - 10:00 am John Geweke "Markov Chain Monte-Carlo Methods"
10:30 - 12:00 pm Nicholas Polson "Sequential MCMC Methods: Particle and Practical Filtering"
12:00 - 1:00 pm Lunch
1:30 - 2:30 pm Donour Sizemore "Practical High Performance Computing"
3:00 - 4:15 pm James Heckman & "Computation and Estimation of Dynamic Discrete Choice Models"
Salvador Navarro
4:45 - 6:00 pm   Lars Hansen "Robust Estimation and Control Without Commitment"