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  • Search: subject:"Geweke–Hajivassiliou–Keane algorithm"
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Geweke–Hajivassiliou–Keane algorithm 1 cmp 1 conditional mixed-process models 1 ghk2 1 recursive mixed-process models 1 seemingly unrelated regression 1
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Roodman, David 1
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Stata Journal 1
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Fitting fully observed recursive mixed-process models with cmp
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. …
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