Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: ghk simulator


From   Maarten buis <[email protected]>
To   [email protected]
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/
-----------------------------------------


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index