Optimal Transport And Economic Applications: Modelling and Estimation
CORE Louvain-la-Neuve, June, 2016 (9h)
The lecture slides will be available here before each lecture.
Description of the Course
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.
Monday June 6, 2016: Monge-Kantorovich theory
04:00 p.m.-5:30 p.m. Monge-Kantorovich duality; the optimal
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