Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM

Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM

This paper presents the parallel computing implementation of the MitISEM algorithm, labeled Parallel MitISEM. The basic MitISEM algorithm provides an automatic and flexible method to approximate a non-elliptical target density using adaptive mixtures of Student-t densities, where only a kernel of th...

Full description

Bibliographic Details
Main Authors: Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Herman K. van Dijk
Format: Article
Language:English
Published: MDPI AG 2016-03-01
Series:Econometrics
Subjects:
Importance sampling
parallel computing
MitISEM
MCMC
Online Access:http://www.mdpi.com/2225-1146/4/1/11

Internet

http://www.mdpi.com/2225-1146/4/1/11

Similar Items