Computationally intensive econometrics using a distributed matrix-programming language

DOI10.1098/rsta.2002.0994zbMath1056.91547OpenAlexW2143857994WikidataQ31145907 ScholiaQ31145907MaRDI QIDQ4661624

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

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

zbMATH Keywords

distributed computinghigh-performance computingeconometricsmatrix-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)

Related Items (4)

Multi-core CPUs, clusters, and grid computing: A tutorial ⋮ Solving finite mixture models: Efficient computation in economics under serial and parallel execution ⋮ User-friendly parallel computations with econometric examples ⋮ Estimation bias and bias correction in reduced rank autoregressions

Uses Software

• PcGets
• MPI
• Ox
• SsfPack

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