Computationally intensive econometrics using a distributed matrix-programming language

DOI10.1098/RSTA.2002.0994MaRDI QIDQ4661624zbMATH OpenOpenAlexWikidataFDO

Authors Jurgen A. Doornik, David F. Hendry, Neil Shephard

Publication date 30 March 2005

Published in Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL http://www.nuff.ox.ac.uk/economics/papers/2001/w22/hpc20013.pdf, http://ora.ox.ac.uk/objects/uuid:72576118-d591-4504-bf8a-8141a205c337

zbMATH Keywords

distributed computingeconometricshigh-performance computingmatrix-programming language

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

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(10)

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Describes a project that uses

Uses Software

• PcGets
• MPI
• SsfPack
• Ox

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