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st: RE: Speeding up time series regressions on a multi-processor computer
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
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: [email protected] [mailto:[email protected]] On Behalf Of Peter Velte
Sent: Mittwoch, 30. Juni 2010 18:39
To: [email protected]
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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