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Generalized methods of moments (GMM) with many indicator variables and ill-conditioned covariance matrix of the error terms
I'm having a problem estimating the optimal weighting matrix for the second stage of (feasible efficient) two-step GMM. Let me e...
presque 10 ans il y a | 1 réponse | 0
0
réponseQuestion
Why use Cholesky decomposition of diag. matrix of VARIANCES to create multivariate normal random draws
Hi, I'm looking at some code where the cholesky decomposition of the covariance matrix is used to create multivariate random ...
plus de 11 ans il y a | 1 réponse | 0
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réponseQuestion
Built-in Multithreading on multiple CPUs
I am running code that maxes out CPU usages about 80% of the time over 4 cores. Because I am not using the parrell computing too...
plus de 11 ans il y a | 1 réponse | 1
1
réponseQuestion
Difference between mvnrnd(,sigma) and randn()*chol(sigma)
I would like to create correlated multivariate normal random numbers. It is my understanding that this can either be done using ...
plus de 11 ans il y a | 1 réponse | 1
