There is no Parkview Psychiatric Hospital in New York. We get to see the interiors of the made-up hospital as the boys are getting analyzed by a Doctor (played by Bill Murray's brother, Brian Doyle-Murray). We get to see a hallway when Louis explains that him and his cousin Sherman got them sprung. But no exterior.
So why is this here? Well, we kinda did get to see the exterior of the location and from that a real VA hospital in LA was tracked down.
When Ghostbusters 2 was released, a lucky few actually got to see a scene with Sherman, played by Eugene Levy in a cameo role*. But it never made it to home video. Even without that scene, we still get a look at the hospital exterior... during the credits.
Ghostbusters 2 features the under-utilized picture credits for the principle cast, and when we get to see Ernie Hudson, he's standing outside the hospital, getting suited up to go fight Vigo.
Such a minor thing, but without it, it would have been tricky to find the location.
For more on how the location was found, read the full article at Spook Central.**