MATLAB codes for the empirical application in the paper
"Simulated Minimum Distance Estimation of Dynamic Models with Errors-in-Variables"
by Nikolay Gospodinov, Ivana Komunjer and Serena Ng, May 2016
forthcoming in Journal of Econometrics

lrr.m: main program (it uses "fmincon" for constrained optimization) 
lrr_objcmd0.m: function for CMD estimation 
lrr_objsmd0.m: function for SMD estimation
lrr_dataq.m: quarterly data 1952:Q2-2012:Q4
lrr_datay.m: annual data 1931-2009 
