Skip to content

Commit

Permalink
Merge pull request #5 from rickecon/smm
Browse files Browse the repository at this point in the history 
Merging
  • Loading branch information
@rickecon
rickecon authored Oct 2, 2023
2 parents 04e4fd4 + 4946e48 commit f4e2bf1
Show file tree
Hide file tree
Showing 4 changed files with 283 additions and 21 deletions.
100 changes: 100 additions & 0 deletions data/smm/NewMacroSeries.txt
View file
Original file line number Diff line number Diff line change
@@ -0,0 +1,100 @@
1.128322922652579844e+07,8.040697000000000000e+06,1.120211049535255507e+07,1.008851983518873618e+00,1.931398361267681792e+07
1.215463864995164052e+07,8.030754386151012033e+06,1.206725507869214751e+07,1.088111615145237243e+00,2.080561220464162901e+07
1.097302736196495406e+07,8.650973554689984769e+06,1.089413877086558379e+07,9.119041989973859508e-01,1.878299788080272824e+07
9.711635160520283505e+06,7.809970518837766722e+06,9.641815119996175170e+06,8.939859677536958760e-01,1.662381917240719497e+07
9.245673487476980314e+06,6.912184011886907741e+06,9.179203393934695050e+06,9.616366321842242382e-01,1.582621274816326611e+07
8.065030847558374517e+06,6.580539260686280206e+06,8.007048770256518386e+06,8.811143738364470845e-01,1.380525650044227019e+07
9.602786588741397485e+06,5.740225652883891948e+06,9.533749095292726532e+06,1.202696507479404042e+00,1.643749844015987031e+07
1.146936139947764762e+07,6.834711851418467239e+06,1.138690450478780456e+07,1.206442882778293368e+00,1.963259397377207503e+07
1.028816053634189628e+07,8.163232574294419959e+06,1.021419567113711126e+07,9.060732317941948555e-01,1.761068219161570445e+07
9.296604732775751501e+06,7.322521655273804441e+06,9.229768478277878836e+06,9.127491545175234755e-01,1.591339392806530558e+07
9.601304390918590128e+06,6.616789195289548486e+06,9.532277553462482989e+06,1.043207444257818528e+00,1.643496129907324538e+07
9.546438428548574448e+06,6.833656908154651523e+06,9.477806039983179420e+06,1.004328860635304022e+00,1.634104489652272128e+07
9.511899679866150022e+06,6.794606467974141240e+06,9.443515601373445243e+06,1.006446492744315968e+00,1.628192345064387098e+07
9.469646550050031394e+06,6.770023770777713507e+06,9.401566242774767801e+06,1.005614006395795679e+00,1.620959697030131891e+07
8.583194922243559733e+06,6.739950420251283795e+06,8.521487598256187513e+06,9.155456663592446143e-01,1.469221999699342437e+07
8.842135130728805438e+06,6.109025074749859050e+06,8.778566203051535413e+06,1.040574017939721374e+00,1.513545897077850811e+07
1.059566938105629943e+07,6.293323840049697086e+06,1.051949373675565422e+07,1.210419902689176874e+00,1.813705816682009399e+07
1.160249420831284113e+07,7.541388785763787106e+06,1.151908017942733318e+07,1.106083126797182681e+00,1.986048306797815859e+07
1.064451798516555689e+07,8.257988859665310010e+06,1.056799115268062800e+07,9.267006021128267879e-01,1.822067440117349476e+07
9.431257726405262947e+06,7.576156416007930413e+06,9.363453408618714660e+06,8.949698773811358699e-01,1.614388518727364205e+07
8.609108184152273461e+06,6.712627460868375376e+06,8.547214561465797946e+06,9.220476340641369228e-01,1.473657683011344075e+07
6.918662939062932506e+06,6.127468645961163566e+06,6.868922466033037752e+06,8.117621795205776092e-01,1.184296976902247779e+07
5.656582109779289924e+06,4.924306829959541559e+06,5.615915138089676388e+06,8.258415467167178337e-01,9.682612307051163167e+06
5.324948975401923992e+06,4.026030197271871381e+06,5.286666220015604980e+06,9.508809797865181990e-01,9.114941758647592738e+06
5.425923569558969699e+06,3.789992783245666884e+06,5.386914875631980598e+06,1.029255097778417616e+00,9.287784268330998719e+06
5.229668774253874086e+06,3.861860698772027157e+06,5.192071018601929769e+06,9.735658167033339749e-01,8.951846583796428517e+06
5.815587175452032126e+06,3.722177809542552568e+06,5.773777065666174516e+06,1.123270083408423492e+00,9.954788044252023101e+06
6.772212583980917931e+06,4.139200868799989112e+06,6.723524989231312647e+06,1.176255907670438638e+00,1.159228446419191547e+07
6.143155134446702898e+06,4.820071880210993811e+06,6.098990034199054353e+06,9.162747225610875512e-01,1.051550005896388553e+07
6.092858581935741939e+06,4.372344924517180771e+06,6.049055079634938389e+06,1.001830895252201925e+00,1.042940530971540883e+07
5.543539884782277048e+06,4.336546727779665031e+06,5.503685609677714296e+06,9.190325299450496921e-01,9.489113120133988559e+06
5.721131014117143117e+06,3.945573235351709649e+06,5.679999979780800641e+06,1.042460293673328486e+00,9.793103413415171206e+06
5.673539378028586507e+06,4.071972399298026226e+06,5.632750495132797398e+06,1.001698412858123444e+00,9.711638784711718559e+06
5.555610399454281665e+06,4.038099406683128327e+06,5.515669345572549850e+06,9.891052660969426036e-01,9.509774733745774254e+06
5.763226513919398189e+06,3.954164334291490726e+06,5.721792841618027538e+06,1.047849021904548428e+00,9.865160071755217388e+06
6.368221646579438820e+06,4.101933557835817337e+06,6.322438471441415139e+06,1.116136438889059335e+00,1.090075598524381779e+07
7.661109444657745771e+06,4.532534338664375246e+06,7.606031287061781622e+06,1.215173531640462601e+00,1.311384704665824212e+07
8.407753171835126355e+06,5.452737602000494488e+06,8.347307154509369284e+06,1.108544399854874296e+00,1.439190888708511740e+07
8.237327628623601049e+06,5.984155715249987319e+06,8.178106854847121052e+06,9.896262162022492204e-01,1.410018423249503598e+07
8.546206860326534137e+06,5.862856603871429339e+06,8.484765455305356532e+06,1.047977277503341353e+00,1.462890595742302760e+07
6.834922177924705669e+06,6.082699097096489742e+06,6.785783743917031214e+06,8.078393032976216581e-01,1.169962714468453452e+07
6.334085155793057755e+06,4.864704966759825125e+06,6.288547398767499253e+06,9.360846615923039682e-01,1.084232310132327490e+07
5.783740931249252521e+06,4.508237945530211553e+06,5.742159774263208732e+06,9.223372299430291354e-01,9.900275472867600620e+06
5.327978204226420261e+06,4.116534541618344374e+06,5.289673670748584904e+06,9.305043621175539403e-01,9.120127018532043323e+06
5.677648220976406708e+06,3.792148814305619337e+06,5.636829798299068585e+06,1.076392954921846945e+00,9.718672066032875329e+06
5.812867270327401347e+06,4.041023845056464896e+06,5.771076714806389064e+06,1.034157607660139977e+00,9.950132266907567158e+06
6.924201052945260890e+06,4.137264996580162086e+06,6.874420764649524353e+06,1.203217302659751686e+00,1.185244959422331490e+07
7.546291220164446160e+06,4.928248541278052144e+06,7.492038527379970066e+06,1.100851394365880198e+00,1.291730780582753383e+07
8.464424732228878886e+06,5.371016585663082078e+06,8.403571284992724657e+06,1.132996822214084709e+00,1.448891600860814378e+07
7.524161705432633869e+06,6.024491276379261166e+06,7.470068108782828785e+06,8.978948456925487376e-01,1.287942777376349457e+07
8.015357514793715440e+06,5.355266068330858834e+06,7.957732554913308471e+06,1.076042892082994751e+00,1.372022854295397922e+07
8.409564688343873248e+06,5.704871028160260059e+06,8.349105647448555566e+06,1.059779276286535898e+00,1.439500973698026687e+07
9.259430051974454895e+06,5.985445048636389896e+06,9.192861058105416596e+06,1.112181188334607995e+00,1.584976044500933588e+07
1.001539837024360895e+07,6.590330393034877256e+06,9.943394479187425226e+06,1.092568760016697782e+00,1.714378358480590209e+07
9.203668146840751171e+06,7.128385214562289417e+06,9.137500043080514297e+06,9.282341199107198015e-01,1.575431041910433210e+07
8.933065984549870715e+06,6.550642272263577208e+06,8.868843325982410461e+06,9.804024689210605326e-01,1.529110918272829428e+07
8.375024700043885969e+06,6.358043198178416118e+06,8.314813978133267723e+06,9.470008308196232738e-01,1.433588616919528507e+07
8.024471012158252299e+06,5.960861469151397236e+06,7.966780532440579496e+06,9.678211784694614739e-01,1.373582850420789421e+07
9.275786238354677334e+06,5.711357492049638182e+06,9.209099654648602009e+06,1.167613545447041545e+00,1.587775802525620721e+07
1.052797079219957255e+07,6.601971786901526153e+06,1.045228185463155247e+07,1.146459573156465517e+00,1.802117561143370718e+07
1.020447848206158355e+07,7.493204819234130904e+06,1.013111523381670378e+07,9.790636985734743059e-01,1.746744005830466002e+07
8.976406590728461742e+06,7.262961576243069023e+06,8.911872342729385942e+06,8.885390253221826518e-01,1.536529714263687283e+07
7.889299269380674697e+06,6.388890551908403635e+06,7.832580582404642366e+06,8.877705215828327612e-01,1.350444928000800125e+07
6.727585403423387557e+06,5.615150010627324693e+06,6.679218647698674351e+06,8.613617736511895995e-01,1.151589422017012537e+07
6.296493610677960329e+06,4.788308816746734083e+06,6.251226111251655966e+06,9.453755210604948278e-01,1.077797605388216302e+07
6.606097600684354082e+06,4.481482443204200827e+06,6.558604259494908154e+06,1.059768542917435274e+00,1.130793837843949534e+07
7.794234173089162447e+06,4.701840777755137533e+06,7.738198939390131272e+06,1.191772251500731850e+00,1.334172230929332785e+07
8.484499325055278838e+06,5.547488136204161681e+06,8.423501555172991008e+06,1.099556562982115793e+00,1.452327854340170883e+07
1.010708172394268215e+07,6.038779218346424401e+06,1.003441869203484617e+07,1.203273530634814126e+00,1.730072188281869516e+07
9.773890962101412937e+06,7.193640158876009285e+06,9.703623344777164981e+06,9.768019496714377414e-01,1.673038507720200717e+07
1.045145027295406163e+07,6.956494115100588650e+06,1.037631146578801051e+07,1.080124642137565649e+00,1.789019218239311874e+07
1.053152488571609929e+07,7.438741909439053386e+06,1.045581039663700573e+07,1.017839978868214423e+00,1.802725930454655737e+07
1.224978427654951625e+07,7.495734418830454350e+06,1.216171667305498011e+07,1.174902932437099201e+00,2.096847702250858396e+07
1.476351168442413025e+07,8.718692745959060267e+06,1.465737209340293705e+07,1.217379647543918253e+00,2.527133119552230090e+07
1.774042256353835016e+07,1.050781951109816320e+07,1.761288101138692722e+07,1.213777530311740183e+00,3.036703622652918473e+07
2.090193804136625677e+07,1.262661366299082339e+07,2.075166734678608179e+07,1.190110813484577701e+00,3.577873680480358750e+07
1.898978880826751888e+07,1.487679876343731582e+07,1.885326516397665069e+07,9.176950395161571628e-01,3.250562959306319058e+07
1.693987818497429788e+07,1.351584078479565680e+07,1.681809200151505321e+07,9.010625783358402474e-01,2.899671034743974358e+07
1.451987016313766874e+07,1.205683216246543825e+07,1.441548218866800517e+07,8.657993498046587799e-01,2.485427963563448563e+07
1.378927684825461730e+07,1.033440947249681316e+07,1.369014134198507108e+07,9.592759657276830332e-01,2.360369196893977374e+07
1.233118350940851681e+07,9.814415120685148984e+06,1.224253070088486746e+07,9.032918154929241439e-01,2.110781155324976891e+07
1.242009286573496461e+07,8.776628043841244653e+06,1.233080085951092094e+07,1.017383963157726612e+00,2.126000148191537708e+07
1.377920864138551429e+07,8.839908616180405021e+06,1.368014551866415516e+07,1.120635144802715644e+00,2.358645779080026224e+07
1.413007161583228223e+07,9.807249149414744228e+06,1.402848602735830843e+07,1.035821430926286535e+00,2.418704487475570291e+07
1.316246909461593255e+07,1.005697325892341323e+07,1.306783990906751342e+07,9.409310645671316031e-01,2.253075846390950307e+07
1.430504729411783814e+07,9.368289369293563068e+06,1.420220374972328916e+07,1.097783601045011270e+00,2.448655818917808309e+07
1.467926895515063033e+07,1.018151089506023377e+07,1.457373501196056977e+07,1.036525367185543445e+00,2.512712933096649870e+07
1.347928873505558446e+07,1.044786037581585720e+07,1.338238183213324100e+07,9.275286942641282062e-01,2.307307212436765432e+07
1.197195032260693796e+07,9.593783389312062413e+06,1.188588015596032888e+07,8.971451944859993866e-01,2.049289682062125579e+07
1.040308988800825737e+07,8.520946498014314100e+06,1.032829875906331651e+07,8.777326434612655603e-01,1.780741165355743840e+07
8.992331312845608220e+06,7.404321765549177304e+06,8.927682576943604276e+06,8.731216436703619355e-01,1.539255616714414209e+07
8.643333669252283871e+06,6.400224854298530146e+06,8.581193988644855097e+06,9.708983984475769713e-01,1.479516204938768037e+07
7.799452344241368584e+06,6.151828380135390908e+06,7.743379595446754247e+06,9.114810318128592215e-01,1.335065447490819544e+07
8.598243595976630226e+06,5.551202130666823126e+06,8.536428082277379930e+06,1.113551844162887772e+00,1.471797945220237784e+07
8.245580502168334089e+06,6.119735856225742027e+06,8.186300395853532478e+06,9.686709967145791245e-01,1.411431102733367495e+07
7.742282771334812045e+06,5.868730525165335275e+06,7.686621032821279019e+06,9.484459760906337467e-01,1.325279488417461701e+07
7.315072060138588771e+06,5.510512112839801237e+06,7.262481675591204315e+06,9.543647390747220793e-01,1.252152013032966107e+07
7.536084581129839644e+06,5.206448070191068575e+06,7.481905267126509920e+06,1.040619502449806388e+00,1.289983666745949909e+07
7.257608023066259921e+06,5.363752086329655722e+06,7.205430765796696767e+06,9.727753339410294409e-01,1.242315649275292642e+07
5.994737378822708502e+06,5.165548469686660916e+06,5.951639301124907099e+06,8.343369140898858616e-01,1.026144707090501115e+07
30 changes: 26 additions & 4 deletions docs/book/CompMethods_references.bib
View file
Original file line number Diff line number Diff line change
Expand Up @@ -6,10 +6,10 @@ @BOOK{AddaCooper:2003
}

@ARTICLE{BrockMirman:1972,
title = {Optimal Economic Growth and Uncertainty: The Discounted Case},
author = {William A. Brock and Leonard J. Mirman},
year = {1972},
journal = {Journal of Economic Theory},
AUTHOR = {William A. Brock and Leonard J. Mirman},
TITLE = {Optimal Economic Growth and Uncertainty: The Discounted Case},
JOURNAL = {Journal of Economic Theory},
YEAR = {1972},
volume = {4},
number = {3},
pages = {479-513},
Expand Down Expand Up @@ -101,6 +101,17 @@ @BOOK{GourierouxMonfort:1996
YEAR = {1996},
}

@ARTICLE{Keane:2010,
AUTHOR = {Michael P. Keane},
TITLE = {Structural vs. Atheoretic Approaches to Econometrics},
JOURNAL = {Journal of Econometrics},
YEAR = {2010},
volume = {156},
number = {1},
pages = {3-20},
month = {May}
}

@ARTICLE{LaroqueSalanie:1993,
title = {Simulation Based Estimation Models with Lagged Latent Variables},
author = {G. Laroque and B. Salani\'{e}},
Expand Down Expand Up @@ -145,6 +156,17 @@ @ARTICLE{NeweyWest:1987
month = {May}
}

@ARTICLE{Rust:2010,
AUTHOR = {John Rust},
TITLE = {Comments on: `Structural vs. Atheoretic Approaches to Econometrics'},
JOURNAL = {Journal of Econometrics},
YEAR = {2010},
volume = {156},
number = {1},
pages = {21-24},
month = {May}
}

@INCOLLECTION{Smith:2020,
AUTHOR = {Smith, Anthony A. Jr.},
TITLE = {Indirect Inference},
Expand Down
Loading

0 comments on commit f4e2bf1

Please sign in to comment.