🏛 Topics in Structural Econometrics

🏛 Topics in Structural Econometrics#

Short course at the University of Oslo, January 2026

This course provides a graduate-level introduction to the structural estimation static and dynamic disrete choice models. It covers the foundations of random utility models, maximum likelihood estimation, dynamic programming, and various estimation methods, including Nested Fixed Point Algorithm (NFXP), two-step methods based on conditional choice probabilities (CCP), and Nested Pseudo Likelihood (NPL).

🧑‍🏫 Instructor#

_images/iskhakov2.jpg

  • Fedor Iskhakov

  • Professor of Economics, Australian National University

  • Email: fediskhakov@gmail.com

  • Web: Personal page

📆 Lecture schedule#

Date

Theory

Practice

January 12

Static random utility models

Computational setup, simulation and visualization

January 13

Maximum likelihood estimation

MLE implementation and computational algorithms

January 14

Dynamic programming

Implementing various solution methods

January 15

Rust engine replacement model

Implementing NFXP estimator

January 16

CCP based estimation

Implementing CCP estimator

Download Syllabus

🏡 When and Where#

  • 5 days: approximately 2 hours of theory + 3 hours of practical exercises

  • Time: 10.15-17.00

  • Dates: January 12th - 16th, Monday to Friday

  • Where: Room 1249, Eilert Sundt’s building, University of Oslo

🎓 Exam#

  • Individually or in a group of two

  • Create and solve a problem using tools from the course

  • Final assessment will be based on video-presentation of the problem that needs to be submitted by January 30th, 2026

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