%0 Report
        %A Cappellari, Lorenzo
%A Jenkins, Stephen P.
        %T Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
        %D 2006
        %8 2006 May
        %I Institute of Labor Economics (IZA)
        %C Bonn
        %7 IZA Discussion Paper
        %N 2112
        %U https://www.iza.org/publications/dp2112
        %X We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the probabilities themselves. Several illustrations show how the programs may be used for maximum simulated likelihood estimation.
        %K pseudo-random sequences
%K simulation estimation
%K Halton sequences
%K multivariate probit
%K maximum simulated likelihood
%K multivariate normal
%K GHK simulator