GAUSSHERMITE: Stata module to estimate integrals using Gauss Hermite quadratures

Statistical Software Components from Boston College Department of Economics

Abstract: gausshermite estimate the integrals of the form f(x)g(x/mu,sigma) among all the reals where g(x/mu,sigma) is the gaussian distribution function with mean mu and variance sigma^2.

Language: Stata
Requires: Stata version 7
Keywords: Gauss-Hermite quadrature; integral (search for similar items in EconPapers)
Date: Written 2005-05-06
Note: This module may be installed from within Stata by typing "ssc install gausshermite". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gausshermite.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gausshermite.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().