Michael Creel michael.creel @
Contact and CV
Contact information, working papers,
computer code, etc., are here
Information about published papers is here
IDEA Econometrics II
notes Graduate level notes for econometrics, with numerous
examples embedded as links. If you use the notes, you'll find
the examples ready to run using virtualization software on the accompanying
The live image has GNU Octave, Julia and R installed. Most
examples use Octave, but I plan to add more examples using
Julia. R is included mostly to run other people's code.
- "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
archive (note: the code archive was missing the pg.cu
file, it has been corrected as of 02 Dec. 2012).
code for econometrics: bfgs, simulated annealing, MLE,
GMM, kernel estimation, etc.
- (no longer in development, but works perfectly well). The
amazing PelicanHPC bootable
CD to create a HPC cluster for parallel computing in minutes!