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st: Speeding up time series regressions on a multi-processor computer
From
"Peter Velte" <[email protected]>
To
[email protected]
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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