Generating Halton sequences using Mata
AbstractThis paper discusses the advantages of Halton sequences over pseudo- random uniform numbers when using simulation to approximate integrals numeri- cally. We describe two types of sequences and give Mata examples. Finally, we doc- ument the Mata function halton(), currently in release 9.1 of Stata, which com- putes both a Halton sequence and its Hammersley variant. Options to use these point sets are available in the Stata 9 program asmprobit, a multinomial-probit estimator, and in the Stata 9.1 Mata function ghk(), the Geweke – Hajivassiliou – Keane multivariate-normal simulator.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 6 (2006)
Issue (Month): 2 (June)
Contact details of provider:
Web page: http://www.stata-journal.com/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Erik Meijer & Arie Kapteyn & Tatiana Andreyeva, 2011.
"Internationally comparable health indices,"
John Wiley & Sons, Ltd., vol. 20(5), pages 600-619, May.
- Erik Meijer & Arie Kapteyn & Tatiana Andreyeva, 2008. "Health Indexes and Retirement Modeling in International Comparisons," Working Papers 614, RAND Corporation Publications Department.
- Sauer, Johannes & Zilberman, David D., 2009. "Innovation behaviour at micro level - selection and identification," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6t49r0fh, Department of Agricultural & Resource Economics, UC Berkeley.
- Klaus Nowotny & Dieter Pennerstorfer, 2011.
"Ethnic Networks and the Location Choice of Migrants in Europe,"
WIFO Working Papers
- Nowotny, Klaus & Pennerstorfer, Dieter, 2012. "Ethnic Networks and the Location Choice of Migrants in Europe," Working Papers in Economics and Finance 2012-7, University of Salzburg.
- Roberto Fontana & Alessandro Nuvolari & Hiroshi Shimitzu & Andrea Vezzulli, 2012.
"Schumpeterian Patterns of Innovation and the Sources of Breakthrough Inventions: Evidence from a Data-Set of R&D Awards,"
Working Papers Department of Economics
2012/24, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Roberto Fontana & Alessandro Nuvolari & Hiroshi Shimizu & Andrea Vezzulli, 2012. "Schumpeterian patterns of innovation and the sources of breakthrough inventions: evidence from a data-set of R&D awards," Journal of Evolutionary Economics, Springer, vol. 22(4), pages 785-810, September.
- David Roodman, 2009. "Estimating Fully Observed Recursive Mixed-Process Models with cmp," Working Papers 168, Center for Global Development.
- Federico Belotti & Silvio Daidone & Giuseppe Ilardi & Vincenzo Atella, 2012.
"Stochastic frontier analysis using Stata,"
CEIS Research Paper
251, Tor Vergata University, CEIS, revised 13 Sep 2012.
- Sauer, Johannes & Zilberman, David, 2010.
"Innovation Behaviour At Farm Level – Selection And Identification,"
114th Seminar, April 15-16, 2010, Berlin, Germany
61354, European Association of Agricultural Economists.
- Sauer, Johannes & Zilberman, David, 2009. "Innovation Behaviour At Farm Level – Selection And Identification," 83rd Annual Conference, March 30-April 1, 2009, Dublin, Ireland 51073, Agricultural Economics Society.
- Sauer, Johannes & Zilberman, David, 2009. "Innovation behaviour at farm level: Selection and identification," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009 53276, German Association of Agricultural Economists (GEWISOLA).
- David Roodman, 2011. "Fitting fully observed recursive mixed-process models with cmp," Stata Journal, StataCorp LP, vol. 11(2), pages 159-206, June.
- Janger, Jürgen & Nowotny, Klaus, 2013.
"Career Choices in Academia,"
Working Papers in Economics and Finance
2013-4, University of Salzburg.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore).
If references are entirely missing, you can add them using this form.