Re: [Gretl-users] Fixed Effect crashed when I tried to include over 5000 entity dummies
On Sat, 9 Feb 2019, Riccardo (Jack) Lucchetti wrote:
Without having given this much thought, I believe this shouldn't
be
difficult to do via GHK.
Actually, Guass-Hermite integration is the proper tool for this job. See
the quadtable() function.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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