Double Robust Inference for Continuous Updating GMM

OverviewThe codes and data in the replication package are for replicating Figures 1-12, Table I in the paper “Double Robust Inference for Continuous Updating GMM” and Figures A1-A6 in the Online Appendix to the paper. Thus, the replication package reproduces:  All tables and figures in the paper and its online appendix.Computational requirements (software and hardware)•MATLAB (codes were run with MATLAB R2023a).•Dell Latitude 5501 Notebook (codes were run with Windows 10), or MacBook Pro (codes were run with macOS Sonoma).Instructions to replicators•Step 1: Save all the codes and data to the same folder.•Step 2: Run “master_file.m” in MATLAB for replication. The resulting figures and table will be saved to the “output” folder, using the same names as in the paper/appendix.Content of the replication packageFigure/TableExpected Running TimeCommentsmaster_file.m200 minutesA master file that generates all results.Figure_1_2.m1 secondSimulated contour lines might slightly differ.Figure_3_4_5_6.m12 secondsFigure_7.m5 minutesData in “app_LLM.xls”Figure_8.m15 minutesData in “app_LLM_He.xls”Figure_9.m3 minutesData in “app_LLM.xls”Figure_10.m65 minutesFigure_11.m10 minutesData in “data_KZ2019.xls”Figure_12.m1 secondData in “data_CRRA.xls”Table_I.m65 minutesData in “app_LLM.xls”, “app_LLM_He.xls”Output is also saved in “output/Table_I.txt”.Figure_A1.m1 minuteFigure_A2.m10 minutesData in “data_KZ2019.xls”Figure_A3.m4 minutesFigure_A4.m15 minutesData in “data_CRRA.xls”Figure_A5.m1 secondData in “school1.dat” “school2.dat” “school3.dat”Figure_A6.m1 secondSimulated contour lines might slightly differ.Notes: The other programs in the package are used by the programs listed above.