Re: st: GHK Estimator

[Antoine Terracol <Antoine.Terracol@univ-paris1.fr>]

Hello,

The -triprobit- command (findit triprobit) uses the GHK simulator to 
calculate (standard) trivariate CDFs.
You could hack and/or modify the relevant part of the code and plug it 
into your program.

Best,
Antoine.

Bersant Hobdari wrote:

> Hi All,
>
> I would like to estimate a model involving a dynamic binomial probit
> with initial conditions and AR(1) error term. In order to carry out the
> estimation I need to run the Simulated Maximum Likelihood via the GHK
> estimator. My question is whether has anyone developed a STATA code for
> SML estimator. If so, I would appreciate it very much if you would be so
> kind to make it available.
>
> Sincerely,


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