Summer School on Structural Dynamic Models:
“Methodology and applications of structural dynamic models and machine learning”
The summer school consist of 5 days of lectured held in conjunction with the 2nd Conference on Structural Dynamic Models.
Like the conference, the summer school focus on the empirical application of dynamic programming (DP) models. We will discuss state of the art methods for solving and simulating DP models and estimating them, with a number of empirical applications to illustrate how these tools and methods are used in practice. We will also discuss the formulation and solution of dynamic equilibrium models and dynamic games and provide state of the art algorithms for finding equilibria and simulating and estimating such models. The summer school will also introduce students to machine learning methods and how these methods can be used to facilitate structural estimation of dynamic structural models.
Students attending the summer school are expected to participate in the two day conference and the summer school is therefore planned for 3 days before and 2 days after the conference (May 28th-May 30th and June 2nd-3rd).
- Victor Chernozhukov (MIT)
- Mitsuru Igami (Yale University)
- Fedor Iskhakov (Australian National University)
- Michael Keane (University of New South Wales)
- Sanjog Misra (Chicago Booth)
- John Stachurski (Australian National University)
- Simon Scheidegger (University of Zurich)
- John Rust (Georgetown University)
- Bertel Schjerning (University of Copenhagen).
Students who would like to participate in the course should send a short letter of motivation (max 1 page) describing (i) their research interests and (ii) why they are interested in participating in the course. Letters should be sent to the e-mail address firstname.lastname@example.org no later than April 15th.
The course is free of charge for:
- DGPE members from AU, KU, CBS, SDU
- PhD students in Social Sciences from universities in Denmark and other Nordic countries.
The course fee is EUR600 for other participants.
Upon completing all course activities (attendance of the teaching block and research conference), participants will be awarded 5 ECTS credits and a course certificate.
The course takes place at Department of Economics, University of Copenhagen.
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Bertel Schjerning, University of Copenhagen, email@example.com