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st: AW: ghk simulator


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
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: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Alexis Belianin
Gesendet: Montag, 30. März 2009 09:17
An: statalist@hsphsun2.harvard.edu
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
icef-research@hse.ru
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