Michael Creel's homepage

Michael Creel

michael.creel @ uab.es

Contact information, working papers, computer code, etc., are here
Information about published papers is here

the revised version is almost finished, should be available by the end of June 2013
Matlab/Octave code for the DSGE examples: zip archive to replicate the Monte Carlo results for the DSGE model
Matlab/Octave code for the auction example: simple stand-alone Matlab/Octave script that replicates the Monte Carlo results for the auction model
more complicated software that uses MPI to do this in parallel on a cluster is available by request

"Econometrics on GPUs" (with S. Mandal and M. Zubair). Examples of econometric-relevant code running on GPUs, using CUDA and Thrust. Has examples of speedups >50X compared to a single CPU core. Using multiple GPU devices, speedups of >200X can be optained. Working paper code archive (note: the code archive was missing the pg.cu file, it has been corrected as of 02 Dec. 2012).
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments (forthcoming, The Econometrics Journal) Example code is available on PelicanHPC in the directory /home/user/Econometrics/MyOctaveFiles/Econometrics/SNM.

Econometrics notes -if you use the notes, you'll find the examples ready to run on PelicanHPC
Octave code for econometrics: bfgs, simulated annealing, MLE, GMM, kernel estimation, etc.
The amazing PelicanHPC bootable CD to create a HPC cluster for parallel computing in minutes!