Méthodologie · computation
Batched, Fused and Streaming Estimation on Apple Silicon without Sacrificing Inference
We ask whether heterogeneous high-frequency econometric workloads—realized measures, rolling and batched regressions, HAR forecasting models, GARCH-family quasi-maximum likelihood, block bootstrap inference—can be reorganised into batched, fused, streaming computation on Apple Silicon GPUs without sacrificing…
A joint order–round frontier, its sharpness in an exact model, and measured communication costs
Distributed maximum likelihood estimation trades statistical efficiency for communication. The paper studies a two-phase protocol in which each of K workers corrects the bias of its local maximum likelihood estimator by an r-th order split-sample extrapolation over nested sub-blocks, the coordinator averages the…
A pseudo-real-time evaluation on 632,000 Quebec transactions and 82 local market indices, 2021–2026
This paper asks whether new forecasting architectures improve residential price forecasts over strong conventional methods, and under which conditions. Using the audited Quebec land-registry sample of UQO Working Paper 22 (632,006 sales, 2021–2026) and its real-time quality-adjusted index vintages, it defines three…
Monthly municipal indices for Quebec from 770,000 registered sales, 2021–2026
This paper develops and evaluates SHARP-HPI, a framework for monthly quality-adjusted housing price indices at the municipal level in thin markets. Stage one is a robust pooled hedonic regression with fine-scale location fixed effects, smoothly time-varying quality prices and provincial month effects; stage two models…
This paper studies how search frictions, heterogeneous seller urgency, financing frictions and bargaining jointly determine the liquidity discount, transaction prices, sale hazards and price dispersion in a local housing market. In a continuous-time matching model with free entry of buyers, sellers differ in a…