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Re: st: ghk simulator


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ghk simulator
Date   Mon, 30 Mar 2009 08:22:06 +0000 (GMT)

--- On Mon, 30/3/09, Alexis Belianin wrote:
> 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 

A detailed discussion can be found in
Richard Gates (2006) "A Mata Geweke–
Hajivassiliou–Keane multivariate normal 
simulator" The Stata Journal 6(2):190-213.
http://www.stata-journal.com/article.html?article=st0102

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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