Computationally-intensive econometrics using a distributed matrix-programming language

This paper reviews the need for powerful computing facilities in econometrics, focusing on concrete problems which arise in financial economics and in macroeconomics. We argue that the profession is being held back by the lack of easy-to-use generic software which is able to exploit the availability...

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Bibliographic Details
Main Authors: Doornik, J, Hendry, D, Shephard, N
Format: Journal article
Language:English
Published: 2002
Subjects: