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st: ghk simulator


From   Alexis Belianin <albelix@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ghk simulator
Date   Mon, 30 Mar 2009 11:16:30 +0400

Dear Statalisters,

I wonder does anyone know how exactly the (Geweke-Hajivassiliou-Keane)
simulator is being implemented in ghk command for Mata. The source
code file ghk.mata contains just preamble commands, the key execution
sequence seems to be

res = _ghk(x,V,opt1)
rank = *res[4]
...

whose contents remains unintelligible to me (what's inside _ghk? is
this a built-in function?)
Any suggestion is much appreciated.

Alexis Belianin
ICEF HSE
icef-research@hse.ru
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