User-Friendly Parallel Computations with Econometric Examples
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Cited by:
- 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.
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- Michael Creel & William Goffe, 2008.
"Multi-core CPUs, Clusters, and Grid Computing: A Tutorial,"
Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 353-382, November.
- William L. Goffe & Michael Creel, 2005. "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005 438, Society for Computational Economics.
- Michael Creel, 2008. "Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 343-352, November.
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- Michael Creel & Dennis Kristensen, 2009. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 792.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Michael Creel, 2009. "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers 788.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 25 Oct 2009.
- Simon Peters & Ken Clark & Pascal Ekin & Anja Le Blanc & Stephen Pickles, 2007. "Grid Enabling Empirical Economics: A Microdata Application," Computational Economics, Springer;Society for Computational Economics, vol. 30(4), pages 349-370, November.
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More about this item
Keywords
parallel computing; Monte Carlo; bootstrapping; maximum likelihood; GMM; kernel regression;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2005-01-16 (Computational Economics)
- NEP-ECM-2005-01-16 (Econometrics)
- NEP-ETS-2005-01-16 (Econometric Time Series)
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