Kyoo il Kim, Yao Luo, and Yingjun Su, "A Robust Approach to Estimating
Production Functions: Replication of the ACF Procedure", Journal of
Applied Econometrics, Vol. 34, No. 4, 2019, pp. 612-619.

We provide programs that simulate the data used and produce the
results of the Monte Carlo experiments in this paper. All files are
ASCII files in DOS format. Unix/Linux users should use "unzip -a".

KLS-Matlab.zip contains files that simulate the data used in the paper:

1. data_simulation_main.m is the main Matlab program that simulates
the data following DGP1 in ACF(2015); seqa.m, cumsumc.m,cell2csv.m are
auxiliary functions. 

KLS-Stata.zip contains files that perform different Monte Carlo
experiments in the paper:

2. acf_replicate.do is the main program that replicates the results in
ACF (2015) using the original ACF procedure.

3. MC_main.do performs different Monte Carlo experiments in the paper:
In the program, `original' denotes ACF Procedure with varying initial
values; `augmented' denotes modified ACF procedure with augmented
instruments;`sequential' denotes modified ACF procedure with
sequential search.

4. acf_mata_original.do, acf_mata_augmented.do, and
acf_mata_sequential.do are the corresponding GMM procedures of the
Monte Carlo experiments in the paper. 

Please address any questions to:

Yingjun Su
yis17 [AT] pitt.edu