ICE 2008 Daily Schedule

All classes, workshops, presentations and tutorials will be held in Room C-10 of the Graduate School of Business on the Hyde Park campus of the University of Chicago.

When
What
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. Please see http://bucky.stanford.edu/econ418002k4/ for more detailed notes.
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. Please see http://bucky.stanford.edu/econ418002k4/ for more detailed notes.
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 - A Taste of Hyde Park, Rosenwald Hall, Room 329.
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