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Computational Complexity and Parallelization in Bayesian Econometric Analysis

Author

Listed:
  • Nalan Baştürk

    (Department of Quantitative Economics, School of Business and Economics, Maastricht University, Maastricht, 6211LM, The Netherlands)

  • Roberto Casarin

    (Department of Economics, University Ca’ Foscari of Venice, Venice, 31022, Italy)

  • Francesco Ravazzolo

    (Faculty of Economics and Management, Free University of Bozen-Bolzano, Bolzano, 39100, Italy)

  • Herman K. Van Dijk

    (Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, Amsterdam, 1081HV, The Netherlands
    Tinbergen Institute, Amsterdam, 1082 MS, The Netherlands
    Econometric Institute, Erasmus School of Economics, Erasmus University, Rotterdam, 3062 PA, The Netherlands)

Abstract

Challenging statements have appeared in recent years in the literature on advances in computational procedures.[...]

Suggested Citation

  • Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Computational Complexity and Parallelization in Bayesian Econometric Analysis," Econometrics, MDPI, vol. 4(1), pages 1-3, February.
    • Handle: RePEc:gam:jecnmx:v:4:y:2016:i:1:p:9-:d:64209
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    References listed on IDEAS

    as
    1. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
    2. Mathur, Sudhanshu & Morozov, Sergei, 2009. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper 16721, University Library of Munich, Germany.
    3. Sergei Morozov & Sudhanshu Mathur, 2012. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Springer;Society for Computational Economics, vol. 40(2), pages 151-182, August.
    4. Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F., 2011. "Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 386-393, March.
    Full references (including those not matched with items on IDEAS)

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