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)
- Institution
- The University of North Carolina at Greensboro (UNCG )
- Web Site: http://library.uncg.edu/
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.
Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI
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Created on 8/8/2014
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Additional Information
- Publication
- Computational Economics, 19(2), 145-178
- Language: English
- Date: 2002
- Keywords
- parallel computing, parallel programming, MPI, maximum likelihood estimation