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