This directory contains computer codes used to replicate
the results in 

  Measurement with Minimal Theory
  Ellen McGrattan
  Quarterly Review, 2009

The original output files are provided since random draws
may differ when the codes are run on other computers.

===========================
Codes for 3 Representations
===========================

  Common subroutines used for all:

     hptrend.f90
     random.f90
     uncmnd.f
     xerror.f
     machcon.f
     ilut.f
     matvec.f
     SLICOT routines (in ./slicot/slicot.o)
     LAPACK and BLAS routines (in math libraries)

  Specific codes for:

     1. Restricted State Space

        Main code:   callfiml.f90
        Subroutines: model.f90
                     reswedgeur.f90
                     loglikefiml.f90
                     statfiml.f90


     2. Unrestricted State Space

        Main code:   callss2.f90
        Subroutines: loglikess.f90
                     stationary.f90
                     statss.f90


     3. VARMA(1,1)

        Main code:   call11.f90
        Subroutines: loglike11.f90
                     stationary.f90
                     istationary.f90
                     stat11.f90
                     stderr11.f90


        NOTE: some minor revisions were made to the original codes to 
              make them compatible with later versions of my FORTRAN 
              compiler. The original codes are in ./original for 
              reference.