Econometric Society Summer School in Dynamic Structural Econometrics
See dseconf.org/dse2026 for details
| # | Lecture | Lecturer | Reading | Slides | Code |
|---|---|---|---|---|---|
| 1 | Introduction to dynamic structural econometrics | Robert A. Miller | ☐ | ☑ | ☐ |
| 2 | Structural estimation of dynamic discrete choice models (NFXP and MPEC) | Bertel Schjerning | ☑ | ☑ | ☑ |
| 3 | Doubly nested fixed point algorithm for estimation of equilibrium models | Bertel Schjerning | ☑ | ☑ | ☑ |
| 4 | Conditional independence, the inversion theorem, unobserved heterogeneity and finite dependence | Robert A. Miller | ☐ | ☑ | ☐ |
| 5 | Dynamic models of executive compensation | Robert A. Miller | ☐ | ☑ | ☐ |
| 6 | Method of simulation moments | Toni Whited | ☐ | ☑ | ☑ |
| 7 | Applications of MSM estimation in finance | Toni Whited | ☐ | ☑ | ☑ |
| 8 | Dynamic models in banking | Dean Corbae | ☑ | ☑ | ☐ |
| 9 | Demand estimation in banking models | Mark Egan | ☐ | ☑ | ☐ |
| 10 | Household finance | Sylvain Catherine | ☐ | ☑ | ☐ |
| 11 | Dynamic programming of mergers and acquisitions | Yufeng Wu | ☐ | ☑ | ☐ |
| 12 | Dynamic games of network competition | Victor Aguirregabiria | ☑ | ☑ | ☐ |
| 13 | Endogenous grid point methods (EGM and DCEGM) | Bertel Schjerning | ☑ | ☑ | ☑ |
| 14 | Sequential estimation of dynamic discrete games (NPL) | Victor Aguirregabiria | ☑ | ☑ | ☐ |
| 15 | Identification and estimation of non-equilibrium beliefs in games | Victor Aguirregabiria | ☑ | ☑ | ☐ |
| 16 | Directional dynamic games with multiple equilibria | Bertel Schjerning | ☑ | ☑ | ☑ |