ICE 2009 Daily Schedule

All classes, workshops, presentations and tutorials will be held in Room C-01 of the Booth School of Business on the Hyde Park campus of the University of Chicago.

When
What
Monday, August 3, 2009
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 - 3:00pm Workshop, software tutorials, demonstrations, exercises, Kenneth Judd
3:30pm - 5:00pm Constrained Optimization Approaches to Structural Estimation I, Che-Lin Su. AMPL Files.
5:00pm - 8:00pm Optional session on programming: "Optimizers, Hessians, and Other Dangers," Benjamin S. Skrainka (University College London). Example.
Tuesday, August 4, 2009
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,Todd Munson.
12:30pm - 1:30pm Lunch
1:30pm - 3:30pm Workshop, software tutorials, demonstrations, exercises, Todd Munson.
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, August 5, 2009
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 - 3:00pm Workshop, software tutorials, demonstrations, exercises, Kenneth Judd
3:30pm - 5:00pm Constrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files.
5:00pm - 8:00pm Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Thursday,August 6, 2009
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 - 5:00pm Bayesian Models and Simulation Methods, Peter Rossi.
NOTE: Please download and install R and the R contributed package "bayesm"
5:00pm - 8:00pm Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Friday, August 7, 2009
9:00am - 10:30 am Software Tutorial, Peter Rossi
NOTE: Please download and install R and the R contributed package "bayesm"
11:00am - 12:30pm Density Estimation via Process Priors and Bayesian IV, Peter Rossi
12:30pm - 1:30pm Lunch
1:30pm - 2:45pm Perturbation methods for dynamic stochastic models I, Kenneth Judd
3:00pm - 4:00pm Perturbation methods for dynamic stochastic models II, Kenneth Judd
7:00pm - 9:00pm Dinner at Pizza Capri (Hyde Park location)
Saturday, August 8, 2009
Sunday, August 9, 2009
Monday, August 10, 2009
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 - 3:00pm "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 am Condor follow-up: Greg Thain
10:30 am - 12:00pm Office Hours
12:00pm - 1:00pm Lunch
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 - 3:45pm Project Presentations
4:00pm - 5:00pm TBA
Wednesday, August 12, 2009
9:00am - 10:30am Project Presentations
10:30am - 12:30pm "Computing Equilibria of Repeated and Dynamic Games," Sevin Yeltekin (Carnegie Mellon University)
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm Office 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 - 10:30am Project Presentations
10:45am - 12:30pm Office Hours
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm Project Presentations
3:30pm - 5:00pm "Verifying Competitive Equilibria in Dynamic Economies," Felix Kubler (University of Zurich)
Friday, August 14, 2009
Empirical Microeconomics Conference
Organizers: 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 - 1:30pm Lunch
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 - 10:00pm ICE Farewell Dinner - A Taste of Hyde Park, Rosenwald Hall, Room 329.

 

uchicagosm ©2000 The University of Chicago® 5801 South Ellis, Chicago, IL 60637 773-702-1234
View text-based navigation tree Site Info UChicago Site Explorer Contact webmaster