Scientific Workstations for Research in Computationally- Intensive Econometric Methods

用于计算密集型计量经济学方法研究的科学工作站

• 批准号: 9202562
• 负责人: Daniel McFadden
• 金额: $ 13.75万
• 依托单位: University of California-Berkeley
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1992
• 资助国家: 美国
• 起止时间: 1992-07-01 至 1994-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9202562&HistoricalAwards=false
• 关键词: Scientific; Workstations; Research; Computationally; Intensive

The explosion in computer capacity in the past decade has been accompanied by a reorientation of econometrics toward using computer-intensive methods to reveal more about data and sharpen the inferences drawn. Innovations have been particularly intense in the areas of semiparametric and nonparametric estimation, use of resampling methods and cross-validation in parametric and nonparametric models, simulation methods for inference, estimation of dynamic stochastic programming models, and Bayesian methods. Translation of these methods into applications software and empirical econometrics has been uneven, partly because computational capacity has not been generally available. The primary objective of this project is to accelerate research on computationally intensive methods and applications, and to encourage more rapid testing , documentation, and dissemination of algorithms. It plans to provide UNIX workstations for a consortium of researchers working on computationally intensive econometrics, and a common file server to facilitate access to software and data. In addition to the facilities at Berkeley, described in this core proposal, there are subproposals from scholars at several other institutions who are working in the same area. The Berkeley file server will provide access not only for these scholars, but also for others not included in this proposal, to specialized software and data sets. The technology which is planned for both the Berkeley research programs and the consortium computing facility is well suited to the computing demands. It offers the promise of significant advances in theoretical econometric modelling methods.

过去十年中计算机容量的爆炸式增长 伴随着计量经济学的重新定位 使用计算机密集型方法来揭示更多关于 数据和锐化得出的推论。 的创新作法是 尤其是在半参数和 非参数估计，使用重置方法， 参数和非参数模型中的交叉验证， 推理、动态估计的模拟方法 随机规划模型和贝叶斯方法。 将这些方法转化为应用软件， 实证计量经济学是不平衡的，部分原因是 计算能力还不是普遍可用的。 该项目的主要目标是加快 研究计算密集型方法， 应用程序，并鼓励更快速的测试， 文档编制和算法传播。 它计划 为研究人员提供UNIX工作站 研究计算密集型计量经济学， 共同的文件服务器，以方便访问软件和数据。 除了伯克利的设施，在这篇文章中描述的 核心提案，还有学者们的子提案， 其他几个在同一领域工作的机构。 Berkeley文件服务器不仅为 这些学者，但也为其他人不包括在此 建议，专门的软件和数据集。 这项技术计划用于伯克利大学和 研究计划和联盟计算设施是 非常适合计算需求。 它承诺 计量经济学理论模型的重大进展 方法.