June 06, 2016
June 08, 2016
CORE, b-135
Optimal Transport And Economic Applications: Modelling and Estimation
These lectures will introduce the theory of optimal transport, and applications to discrete choice analysis and to the estimation of matching markets. The basics of optimal transport are recalled. A compact presentation of additive demand models and matching models with transferable utility is given. The second part of the course deals with the statistical estimation of these models and presents empirical applications.
Course material: Potential lecture notes and simple codes are available at:
http://alfredgalichon.com/corelectures-june2016
Temporary Program:
Monday June 6, 2016: Monge-Kantorovich theory:
04:00 p.m.-5:30 p.m. Monge-Kantorovich duality; the optimal assignment problem
Tuesday June 7, 2016: Models of choice and matching:
11:00 a.m.-12:30 p.m. Optimal transport and convex analysis
02:00 p.m.-03:30 p.m. Models of choice
04:00 p.m.-05:30 p.m. Matching models with transferable utility
Wednesday June 8, 2016: Estimation of matching models and empirical applications
09:00 a.m.-10:30 a.m. Estimation of matching surplus
11:00 a.m.-12:30 p.m. Matching function equilibria: theory and estimation
The course is free but registration is MANDATORY by Friday May 27, 2016 by filling in the REGISTRATION FORM
Accommodation
Rooms have been blocked for you at hotel IBIS of Louvain-la-Neuve (deadline May 8, 2016).
You can benefit of a special price by sending them the enclosed form.