Lectures on Structural Econometrics for Dynamic Discrete Choice Models

Robert A. Miller ramiller@cmu.edu

Aaron Barkley aaron.barkley@unimelb.edu.au

Structural Econometrics Masterclass

Tilburg University

Monday November 20, 2023 

• 10:00 am – 11:15 am: Introduction to dynamic discrete choice (lecture)
• 11:30 am – 12:45 pm: Identification (lecture)
• 1:15 pm – 2 30 pm: Conditional choice probability (CCP) estimators (lecture)
• 2:45 pm – 4:00 pm: Estimating with CCP (practicum) 

Tuesday November 21, 2023 

• 10:00 am – 11:15 am: Lifecycle choices (lecture) 
• 11:30 am – 12:45 pm: Relaxing conditional independence (lecture) 
• 1:15 pm – 2:30 pm: Finite dependence (lecture) 
• 2:45 pm – 4:00 pm: Estimating models with unobserved heterogeneity (practicum) 

Wednesday November 22, 2023 

• 10:00 am – 11:15 am: Extension to dynamic games (lecture) 
• 11:30 am – 12:45 pm: Optimal contracting when there is moral hazard (lecture) 
• 1:15 pm – 2:30 pm: Career choices and concerns (lecture) 
• 2:45 pm – 4:00 pm: Estimating a dynamic game (practicum)