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Identifying and Estimating Dynamic Discrete Choice Models

Date: 10:00 12 March 2018 - 17:00 13 March 2018
Type: Masterclass
Speaker: Robert A. Miller Carnegie Mellon Tepper Business School
Venue: Institute for Fiscal Studies
Prices: HE delegates: £75; Charity/Government: £200; other delegates: £450; All prices are exclusive of VAT


If you would like to attend this event please email harry_w@ifs.org.uk


This masterclass develops structural approaches for analyzing large cross sectional and longitudinal data sets, by exploiting restrictions derived from the equilibrium dynamic outcomes in individual discrete choice optimization problems and non-cooperative games. We investigate empirical content, characterize identification of the primitives and  counterfactuals, and evaluate alternative estimators and testing procedures.


Please see below for schedule and for further reading material. A website has also been created for this masterclass - http://comlabgames.com/cemmap/

Monday March 12 2018:


10:00AM - 10:30AM       Registration

10:30AM - 12:00PM       Introduction

12:00PM - 1:00PM         Lunch

1:00PM - 2:30PM           Conditional Independence

2:30PM - 3:00PM           Break

3:00PM - 4:00PM           Value Function Representation

4:00PM - 4:30PM           Break

4:30PM - 5:30PM           Identification


Tuesday March 13 2018:


10:00AM - 11:00AM       Finite Dependence

11:00AM - 11:30AM       Break

11:30AM - 1:00PM         Estimation

1:00PM - 2:00PM           Lunch

2:00PM - 3:30PM           Unobserved Heterogeneity

3:30PM - 4:00PM           Break

4:00PM - 5:30PM           Application to Executive Management


Supplementary Reading Material


General information

Click here to request a place at this event and view our booking terms and conditions.

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