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A graphical processing unit (GPU) is a hardware device normally used to manipulate computer memory for the display of images. GPU computing is the practice of using a GPU device for scientific or general purpose computations that are not necessarily related to the display of images. Many...
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Given a sample from a fully specified parametric model, let Z<sub><em>n</em></sub> be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Z<sub><em>n</em></sub>. We call this the maximum indirect...
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Standard indirect Inference (II) estimators take a given finite-dimensional statistic, Z_{n} , and then estimate the parameters by matching the sample statistic with the model-implied population moment. We here propose a novel estimation method that utilizes all available information contained...
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Abstract We re-examine the theoretical concept of a production function for cognitive achievement, and argue that an indirect production function that depends upon the variables that constrain parents' choices is both more tractable from an econometric point of view, and more interesting from an...
Persistent link: https://www.econbiz.de/10005582616
The parameterized expectations algorithm (PEA) involves a long simulationand a nonlinear least squares (NLS) fit, both embedded in a loop. Both steps are natural candidates for parallelization.This note shows that parallelization can lead to important speedups forthe PEA.I provide example code...
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Replaced by paper 575.03 in this series. Please change the 505.02 to 575.03 in your browser address bar to go to the new page, which has the download link.
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