--- 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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