User-friendly parallel computations with econometric examples

DOI10.1007/S10614-005-6868-2MaRDI QIDQ1020520zbMATH OpenOpenAlexFDO

Authors 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

kernel regressionmaximum likelihoodMonte Carlobootstrappingparallel computingGMM

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1099374 (Why is no real title available?)
• scientific article; zbMATH DE number 1953303 (Why is no real title available?)
• A high-performance, portable implementation of the MPI message passing interface standard
• Computationally intensive econometrics using a distributed matrix-programming language
• Maximum likelihood estimation using parallel computing: An introduction to MPI
• Parallel distributed kernel estimation

Cited in

(16)

• scientific article; zbMATH DE number 3878755 (Why is no real title available?)
• Parallel bootstrap and optimal subsample lengths in smooth function models
• Multi-core CPUs, clusters, and grid computing: A tutorial
• Using parallelization to solve a macroeconomic model: A parallel parameterized expectations algorithm
• Grid enabling empirical economics: A microdata application
• Parallel implementation of a multilevel modelling package
• Computational Science – ICCS 2005
• Parallel distributed kernel estimation
• A parallel implementation of the simplex function minimization routine
• Parallel statistical computing for statistical inference
• Maximum likelihood estimation using parallel computing: An introduction to MPI
• Computationally intensive econometrics using a distributed matrix-programming language
• Econometric and statistical computing using Ox
• Parallel Krylov methods for econometric model simulation
• Maximum-likelihood estimation of the random-clumped multinomial model as a prototype problem for large-scale statistical computing
• Implicit and explicit parallel computing in R

Describes a project that uses

Uses Software

• Octave
• LAM-MPI
• MPI/MPICH
• Ox

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