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- Code:
- ECON-L6220
- Field:
- Econometrics
- Targets:
- PhD students Research Master's students
- Organiser:
- Aalto University
- Instructor:
- Fedor Iskhakov (Australian National University) and Alina Ozhegova (Aalto University)
- Period:
- Period 1
- Format:
- Lecture
- Method:
- Contact teaching
- Venue:
- Aalto University, R001/M140 Majakka in Otakaari 1
- Enrollment:
In case of conflicting information consider the Sisu/MyCourses pages the primary source of information.
Aalto, Hanken and UH economics students can enroll through their home university’s SISU. Further instructions are available on the How to enroll? page, also for students from other universities.
If you would like to count the credits towards your degree, please check your curriculum or contact your supervisor or student services for guidance.
- To access the course workspace, use all the features and participate in the activities (assignments, discussions), you must have successfully registered for the course in Sisu and logged in with your Aalto user ID.
- For more information on how to activate your Aalto user ID and register for a MyCourses course area, click here.
Pre-course survey
After enrolling in the course, please fill out a short pre-course survey. You can find it in the MyCourses course area.
Course Description
This mini-course provides a graduate-level introduction to the structural estimation of static and dynamic games, with an emphasis on numerical optimization techniques. It covers the foundations of discrete choice models, dynamic programming, and various estimation methods, including Nested Fixed-Point Algorithm (NFXP), Mathematical Programming with Equilibrium Constraints (MPEC), Nested Pseudo Likelihood (NPL), two-step estimators, and the Nested Recursive Lexicographical Search (NRLS) algorithm. The course will be particularly valuable for researchers working in empirical industrial organization, labor economics, and macroeconomics.