PhD course “Identification and Estimation of Dynamic Structural Models"
This three-day course explores relationships between economic theory, identification, estimation and econometric practice. It develops structural approaches for analyzing large cross sectional and longitudinal data sets, by exploiting restrictions derived from the equilibrium dynamic outcomes of economic theory. The empirical specifications are derived from the data generating processes of models of individual discrete and continuous optimization, Nash equilibrium in non-cooperative games and market microstructure, optimal contracts, as well as competitive equilibrium.
The course is organized by ECON's Associate Professor Natalia Khorunzhina with the financial support from the Danish Graduate Program in Economics and Department of Economics at CBS. The lecturer is Robert A.Miller from Carnegie Mellon University.
More information about the course can be found here: