DGPE PhD course: Identification and Estimation of Dynamic Structural Models

18-20 September 2018. Lecturer: Robert A. Miller

2018.05.01 | Susanne Christensen

Date Tue 18 Sep Thu 20 Sep
Time 10:00    16:45
Location Department of Economics, Copenhagen Business School

Course overview

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 equivalent to 2 ECTS points.

< course outline


Professor Robert A. Miller
Carnegie Mellon University

When and where

The course takes place at Department of Economics, Copenhagen Business School.

The course will happen over 3 days (18-20 September) with the course dinner on 20 September.

Professor Miller will give a seminar on his ongoing research on Friday September 21 after the course is concluded. There will be an opportunity for course participants to have one-to-one chats with Professor Miller on that day.

Course fee

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 EUR300 for other participants.

Admission procedure

Students who would like to participate in the course should send a short letter of motivation (max 2 paragraphs) describing (i) their research interests and (ii) why they are interested in participating in the course. Letters should be sent to Natalia Khorunzhina, Copenhagen Business School, nk.eco@cbs.dk no later than 18 August 2018. 


Mauricio Prado, Copenhagen Business School, mp.eco@cbs.dk

Natalia Khorunzhina, Copenhagen Business School, nk.eco@cbs.dk

DGPE Courses