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GAUSSHERMITE: Stata module to estimate integrals using Gauss Hermite quadratures

Author

Listed:
  • Jean-Benoit Hardouin

    (University of Nantes, France)

Programming Language

Stata

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.

Suggested Citation

  • Jean-Benoit Hardouin, 2005. "GAUSSHERMITE: Stata module to estimate integrals using Gauss Hermite quadratures," Statistical Software Components S450401, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s450401
    Note: This module should be installed from within Stata by typing "ssc install gausshermite". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/gausshermite.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gausshermite.hlp
    File Function: help file
    Download Restriction: no
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