Econometrics on GPUs
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- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
MDPI, Open Access Journal, vol. 4(1), pages 1-20, March.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
- BaÅŸtÃ¼rk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van, 2016. "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum 013, Maastricht University, Graduate School of Business and Economics (GSBE).
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Keywordsparallel computing; graphical processing unit; GPU; econometrics; simulation-based methods; Bayesian estimation.;
- 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
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
- NEP-CMP-2012-12-06 (Computational Economics)
- NEP-ECM-2012-12-06 (Econometrics)
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