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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