Publication

Apr 2008

This paper on econometrics explains the theory and implementation of 'cmp' and of a related Mata function, ghk2 (), that implements the Geweke, Hajivassiliou and Keane (GHK) algorithm.

Download English (PDF, 56 pages, 643 KB)
Author David Roodman
Series CGD Working Papers
Issue 168
Publisher Center for Global Development (CGD)
Copyright © 2009 Center for Global Development (CGD)
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