User-friendly parallel computations with econometric examples

DOI10.1007/S10614-005-6868-2zbMath1161.91300OpenAlexW2031210825MaRDI QIDQ1020520

Michael Creel

Publication date: 29 May 2009

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: http://pareto.uab.es/wp/2005/63705.pdf

zbMATH Keywords

Monte Carlokernel regressionparallel computingmaximum likelihoodGMMbootstrapping

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (6)

A parallel implementation of the simplex function minimization routine ⋮ Grid enabling empirical economics: A microdata application ⋮ Using parallelization to solve a macroeconomic model: A parallel parameterized expectations algorithm ⋮ Multi-core CPUs, clusters, and grid computing: A tutorial ⋮ Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models ⋮ Parallel statistical computing for statistical inference

Uses Software

• Octave
• LAM-MPI
• MPI/MPICH
• Ox

Cites Work

• Unnamed Item
• Unnamed Item
• A high-performance, portable implementation of the MPI message passing interface standard
• Parallel distributed kernel estimation
• Maximum likelihood estimation using parallel computing: An introduction to MPI
• Computationally intensive econometrics using a distributed matrix-programming language

This page was built for publication: User-friendly parallel computations with econometric examples