Masterclass

Identifying and Estimating Dynamic Discrete Choice Models

Speaker

Robert A. Miller

Date & Time

From: 12 March 2018
Until: 13 March 2018

Type

Masterclass

Venue

The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE

Prices

HE Delegates: £75
Charity or Government: £200
Other Delegates: £450

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:

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