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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Speeding up time series regressions on a multi-processor computer
Date   Wed, 30 Jun 2010 19:34:20 +0200

<>

You might want to open 8 instances of Stata, split the tasks accordingly, and -set processors 1- on each of them. You would have to aggregate the results later. Keep a -log- open on each one...


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Peter Velte
Sent: Mittwoch, 30. Juni 2010 18:39
To: statalist@hsphsun2.harvard.edu
Subject: st: Speeding up time series regressions on a multi-processor computer

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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