User-Friendly Parallel Computations with Econometric Examples |
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Authors: | Email author" target="_blank">Michael?CreelEmail author |
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Affiliation: | (1) Department of Economics and Economic History, Edifici B, Universitat Autònoma de Barcelona, 08193 Bellaterra, Barcelona, Spain |
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Abstract: | This paper shows how a high-level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping,
estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters
of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without
any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced.
Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the
Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.
JEL Classifications: C13; C14; C15; C63; C87 |
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Keywords: | bootstrapping GMM kernel regression maximum likelihood Monte Carlo parallel computing |
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