Parallel Computation in Econometrics: A Simplified Approach.
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...
| প্রধান লেখক: | , , |
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| বিন্যাস: | Working paper |
| ভাষা: | English |
| প্রকাশিত: |
Nuffield College (University of Oxford)
2004
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| _version_ | 1826301489768824832 |
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| author | Doornik, J Shephard, N Hendry, D |
| author_facet | Doornik, J Shephard, N Hendry, D |
| author_sort | Doornik, J |
| collection | OXFORD |
| description | 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 not need to be rewritten when it is ported from the desktop to a distributed network of computers. Our focus is on so-called embarrassingly parallel computations, and we address the issue of parallel random number generation. |
| first_indexed | 2024-03-07T05:33:13Z |
| format | Working paper |
| id | oxford-uuid:e2fc0f7d-6aed-44f6-b97e-cbbc64ba3e8b |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T05:33:13Z |
| publishDate | 2004 |
| publisher | Nuffield College (University of Oxford) |
| record_format | dspace |
| spelling | oxford-uuid:e2fc0f7d-6aed-44f6-b97e-cbbc64ba3e8b2022-03-27T10:05:34ZParallel Computation in Econometrics: A Simplified Approach.Working paperhttp://purl.org/coar/resource_type/c_8042uuid:e2fc0f7d-6aed-44f6-b97e-cbbc64ba3e8bEnglishDepartment of Economics - ePrintsNuffield College (University of Oxford)2004Doornik, JShephard, NHendry, DParallel 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 not need to be rewritten when it is ported from the desktop to a distributed network of computers. Our focus is on so-called embarrassingly parallel computations, and we address the issue of parallel random number generation. |
| spellingShingle | Doornik, J Shephard, N Hendry, D Parallel Computation in Econometrics: A Simplified Approach. |
| title | Parallel Computation in Econometrics: A Simplified Approach. |
| title_full | Parallel Computation in Econometrics: A Simplified Approach. |
| title_fullStr | Parallel Computation in Econometrics: A Simplified Approach. |
| title_full_unstemmed | Parallel Computation in Econometrics: A Simplified Approach. |
| title_short | Parallel Computation in Econometrics: A Simplified Approach. |
| title_sort | parallel computation in econometrics a simplified approach |
| work_keys_str_mv | AT doornikj parallelcomputationineconometricsasimplifiedapproach AT shephardn parallelcomputationineconometricsasimplifiedapproach AT hendryd parallelcomputationineconometricsasimplifiedapproach |