I develop computational methods for understanding how people and firms make choices over time. I teach econometrics and dynamic programming through models, numerical methods, and code.
My work sits at the intersection of structural microeconometrics, dynamic programming, and computational economics.
From theory and algorithms to empirical applications.
01 — Teaching
Econometrics, models & code.
My courses combine economic intuition, formal econometric models, numerical methods, and reproducible code. Notes, exercises, and repositories are available openly.
DSE is an annual short course in dynamic structural econometrics and computational methods, paired with a research conference. Teaching materials and recordings from past events are freely available.
C Pair programming with co-authors Fedor Iskhakov and Anders Munk-NielsenC With co-authors John Rust and Fedor Iskhakov
04 — About
Models are built together.
I am Professor in the Department of Economics at the University of Copenhagen. My research focuses on structural microeconometrics, dynamic economic models, and the computational methods needed to bring those models to data.
Much of my work is developed in close collaboration with co-authors—working through economic models, algorithms, estimation, and code, often by pair programming.