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Time series analysis / Multivariate statistics / Econometric model / Neil Shephard / Heteroscedasticity / David Forbes Hendry / Vector autoregression / Maximum likelihood / Markov chain / Statistics / Econometrics / Fellows of the Econometric Society


Computationally-intensive Econometrics using a Distributed Matrix-programming Language By Jurgen A. Doornik†, David F. Hendry, and Neil Shephard Nuffield College, University of Oxford, Oxford OX1 1NF, UK This paper rev
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Document Date: 2001-11-05 17:13:24

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File Size: 203,74 KB

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City

Greenstadt / Durham / Oxford / /

Company

IBM / Wilson / Renault / Teradata / Ericsson / /

Country

United Kingdom / /

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Facility

University of Oxford / Neil Shephard Nuffield College / /

IndustryTerm

econometric applications / distributed computing architecture / generic software / larger econometric systems / macro-econometric systems / finance theory / partial solution / distributed array processor / path search / deterministic computing / partial systems / feasible applications / computing / even small macro-econometric systems / computational tools / financial applications / /

OperatingSystem

Linux / Microsoft Windows / /

Organization

Neil Shephard Nuffield College / Royal Society / University of Oxford / /

Person

Ted Anderson / Jurgen A. Doornik / Neil Shephard / Chong / Denis Sargan / David F. Hendry / /

Position

adopted model for deterministic terms / RT / candidate for parallel development / first author / Marshall / interpreter / /

ProgrammingLanguage

FORTRAN / Java / R / C / C++ / /

Technology

distributed array processor / Java / Linux / simulation / Parallel Processing / /

URL

www.ssfpack.com / /

SocialTag