On Fri, 30 Sep 2022, Sven Schreiber wrote:
Jack, maybe you could give a concrete example (with our StrucTiSM, perhaps?) of what kind of gains we're talking about.
It really depends on the kind of problem you have and on your hw/sw combination. For example, I'm attaching a zip file with 3 scripts: one uses StrucTiSM to estimate a BSM with some exogenous variables, one is a slight modification of the "Uhlig" example in the SVAR package and the third one is a Jesús Fernández-Villaverde-style RBC script. On my work PC (linux with 6 Intel i7-8700 cores) I'm getting the following results:
bikes Uhlig RBC
2022b 1.73981 11.0784 189.335
2022c-git 1.61362 9.97556 56.1038
speed gain 7.8% 11.1% 237.5%
So you can see how different the time savings can be. Numerical results
are, of course, identical.
------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------
<<attachment: tests.zip>>
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