Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI

UNCG Author/Contributor (non-UNCG co-authors, if there are any, appear on document)
Christopher A. Swann, Associate Professor (Creator)
The University of North Carolina at Greensboro (UNCG )
Web Site:

Abstract: The computational difficulty of econometric problems has increased dramatically in recent years as econometricians examine more complicated models and utilize more sophisticated estimation techniques. Many problems in econometrics are `embarrassingly parallel' and can take advantage of parallel computing to reduce the wall clock time it takes to solve a problem. In this paper I demonstrate a method that can be used to solve a maximum likelihood problem using the MPI message passing library. The econometric problem is a simple multinomial logit model that does not require parallel computing but illustrates many of the problems one would confront when estimating more complicated models.

Additional Information

Computational Economics, 19(2), 145-178
Language: English
Date: 2002
parallel computing, parallel programming, MPI, maximum likelihood estimation

Email this document to