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st: Speeding up time series regressions on a multi-processor computer


From   "Peter Velte" <run-it@gmx.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: Speeding up time series regressions on a multi-processor computer
Date   Wed, 30 Jun 2010 18:39:29 +0200

Hi,

is there any way to compute multiple time series regressions on a multi-processor computer simultaneously?

The regressions are completely independent from each other, using Newey-West standard errors ("regress return rmrf smb hml mom, vce(robust)").

At the moment I perform a simple while-loop on the regressions, leading to mainly 1 core of 8 available being used.

Any solutions to that?

Thanks,
Peter


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