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16-005/III - Parallelization Experience with Four Canonical Econometric Models using ParMitISEM

  • Authors
    Nalan Basturk, Maastricht University, the Netherlands; Stefano Grassi, University of Kent, United Kingdom; Lennart Hoogerheide, VU University Amsterdam, the Netherlands; Herman K. van Dijk, VU University Amsterdam, Erasmus University Rotterdam, the Netherlands
  • Publication date
    January 22, 2016
  • Keywords
    finite mixtures, Student-t distributions, Importance Sampling, MCMC, Metropolis-Hastings algorithm, Expectation Maximization, Bayesian inference
  • JEL
    C11, C13, C23, C32