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st: AW: ghk simulator


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: ghk simulator
Date   Mon, 30 Mar 2009 09:23:20 +0200

<> 

Type

*************
mata: mata which _ghk
*************

to find out that it is indeed built-in. See -help m1_source-


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Alexis Belianin
Gesendet: Montag, 30. März 2009 09:17
An: [email protected]
Betreff: st: ghk simulator

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
[email protected]
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