Michael Creel's homepage

Michael Creel

michael.creel @ uab.es

About the occupation of the Rectorat, here's something to think about:

http://www.ipetitions.com/petition/uab/

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

"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).
Indirect Likelihood Inference (in revision) Finally done and available as WP. Comments welcome. Ready to run code to replicate results for the auction model and a simple 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 (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!