This directory contains files for an application of MLE/GMM.  The
application is described in `Cattle Cycles' by Rosen, Murphy, and
Scheinkman. 


check.m       used to check derivatives of lqmle*.m 
check2.m      used to check derivatives of lqse*.m 
cows4.dat     Rosen's data file (#1)
cxyser.dat    Rosen's data file (#2)
farm2.m       input file for Hansen/Sargent LQ files (written by Sargent) 
farm3.m       input file for Hansen/Sargent LQ files (written by Sargent) 
rosen.mat     Rosen's total stock, breeding stock, slaughter rate, price of beef
drosen.mat    linear trend (broken at 40th obs.) removed from rosen.mat data
k564-573.asc  Tables from Historical Stats of US, Colonial-1970
k575-594.asc  Tables from Historical Stats of US, Colonial-1970
lqmle_1.m     computes MLE estimates for example 1
lqmle_1b.m    computes MLE estimates for example 1-b
lqse_1b.m     computes derivatives of ln(f(zt|theta)) for example 1-b
example1.m    driver for computation of MLE estimates w/ rosen.mat
example1b.m   driver for computation of MLE estimates w/ drosen.mat
example2.m    driver for computation of MLE/GMM estimates w/ drosen.mat
mlgmmgx_1.m   computes g(theta) for GMM/MLE  (copy to mlgmmgx.m)
mlgmmhx_1.m   computes h(theta) for GMM/MLE  (copy to mlgmmhx.m)
readme.rosen  describes Rosen's data (in cows4, cxyser)
runse.m       driver for computation of standard errors 



Additional files required are in ~erm/mfiles:  

ols.m        Matlab file that computes least squares estimates
mlgmmx.m     main file for GMM/MLE
mlgmmjx.m    called by mlgmmx.m
umlnmin.m    called by uncmin.m
umstop.m     called by uncmin.m
uncmin.m     computes x = argmin_x f(x)
vec.m        x(:)




Ellen McGrattan
erm@ellen.mpls.frb.fed.us