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Parallel Computation in Econometrics: A Simplified Approach.

Abstract:

Parallel computation has a long history in econometric computing, but is not at all wide spread. We believe that a major impediment is the labour cost of coding for parallel architectures. Moreover, programs for specific hardware often become obsolete quite quickly. Our approach is to take a popular matrix programming language (Ox), and implement a message-passing interface using MPI. Next, object-oriented programming allows us to hide the specific parallelization code, so that a program does...

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Jurgen A. Doornik More by this author
Neil Shephard More by this author
David F. Hendry More by this author

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Host title:
Handbook of parallel computing and statistics
URN:
uuid:4c12e3cd-8d03-488a-97ed-2be5c31e8816
Local pid:
oai:economics.ouls.ox.ac.uk:12947
Language:
English

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