Michael Creel's homepage

Michael Creel

michael.creel @ uab.es

Contact information, working papers, computer code, etc., are here

My two main research lines right now are joint projects with Dennis Kristensen. Comments are welcome!

Indirect Likelihood Inference Finally done and available as WP. Comments welcome. Ready to run code to replicate results for the auction model and the partially observed DSGE model is available on PelicanHPC in the directory /home/user/Econometrics/MyOctaveFiles/Econometrics/IL.You can examine the code directly at this link.
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments 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!