Roodman, David - In: Stata Journal 11 (2011) 2, pp. 159-206
methods include the Geweke–Hajivassiliou–Keane algorithm (Geweke, 1989, Econometrica 57: 1317–1339; Hajivassiliou and McFadden … the Geweke–Hajivassiliou–Keane algorithm. Copyright 2011 by StataCorp LP. …