Each problem set should have its own directory.
Code for the first problem set is run using the main.m
file, which
runs all code, except code for section 2, question 3. Section 2,
question 3 is separated in its own branch, called sec2q3
because the
code incorrectly assumes exogenous prices. Keeping this code in a
separate branch ensures it doesn't accidently affect our main results.
The folder ps1
should have the following sub-directories:
data/ Save data generated by create_data.m
tex/ Space for write-up of results
tex/figs Save histograms generated by create_data.m
Code for the second problem set is run using the main.m
file. The
folder ps2
should have the following sub-directories:
data/ Save data generated by sim.m
figs/ Place to save figures
Code in the derivest
folder is from John D'Errico's DERIVEST suite.
It is used to compute hessians of the likelihood functions.
Code for the third problem set requires the ascending_data.dat
and
fpa.dat
files. These should be placed in the ps3
directory before
running main.m
. ps3
should have a figs
folder for saving plots.
Run main.m
for all solutions. ps4
should have a figs
folder for
saving plots.