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st: GHK Estimator


From   Bersant Hobdari <bh.cees@cbs.dk>
To   statalist@hsphsun2.harvard.edu
Subject   st: GHK Estimator
Date   Tue, 04 Mar 2003 14:02:17 +0100

Hi All,

I would like to estimate a model involving a dynamic binomial probit
with initial conditions and AR(1) error term. In order to carry out the
estimation I need to run the Simulated Maximum Likelihood via the GHK
estimator. My question is whether has anyone developed a STATA code for
SML estimator. If so, I would appreciate it very much if you would be so
kind to make it available.

Sincerely,

Bersant Hobdari
Center for East European Studies
Institute of International Economics and Management
Copenhagen Business School
Howitzvej 60, 2000 Frederiksberg, Denmark
Phone: office:  (45) 38153052
Phone: mobile: (45) 26140295
Fax:                (45) 3815 2500     
MAILTO:       bh.cees@cbs.dk
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