/io273

Problem sets for 14.273

Primary LanguageMatlab

Problem Sets for 14.273

Each problem set should have its own directory.

Problem Set 1

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

Problem Set 2

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.

Problem Set 3

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.

Problem Set 4

Run main.m for all solutions. ps4 should have a figs folder for saving plots.