centre for microdata methods and practice

What is Cemmap?

Cemmap provides a focus for development, understanding and application of methods for modelling individual behaviour, the influences on it and the impact of policy interventions. Read more

Upcoming events

  • Training Course
    Policy evaluation methods
  • Masterclass
    Dynamic programming – Theory, computation and empirical applications
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Dynamic programming – Theory, computation and empirical applications masterclass


The purpose of this cemmap masterclass is to provide participants with an understanding of dynamic programming (DP) models and their empirical application. The DP framework has been extensively used in economics to model sequential decision-making over time and under uncertainty. Prominent examples include saving/consumption decisions, retirement behavior, investment, labor supply/demand, housing decisions, and vehicle replacement decisions.

The masterclass will first review the theoretical concepts and computational approaches, and then focus on modern empirical applications covering both discrete and continuous decision problems, large scale problems and dynamic games.


Event details:

Tuesday 8 - Wednesday 9 December 2015

10.30 - 17.00 each day

CILIP (same building as the IFS), London 

Book a place on the masterclass here

Recent publications

Fuzzy Differences-in-Differences

26 October 2015
Clément de Chaisemartin and Xavier D'Haultfoeuille

Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

21 October 2015
Jia-Young Michael Fu , Joel Horowitz and Matthias Parey

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Centre for Microdata Methods and Practice

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Tel: +44 (0)20 7291 4800

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