TY  - RPRT
        AU  - Cappellari, Lorenzo
AU  - Jenkins, Stephen P.
        TI  - Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
        PY  - 2006/May/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 2112
        UR  - https://www.iza.org/publications/dp2112
        AB  - 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.
        KW  - pseudo-random sequences
KW  - simulation estimation
KW  - Halton sequences
KW  - multivariate probit
KW  - maximum simulated likelihood
KW  - multivariate normal
KW  - GHK simulator
        ER  -