The results reported in Table 1 are produced using Matlab using the following steps. Step 1 was performed on a UNIX computer. Steps 2 and 3 were done under Windows.

STEP 1
The file run1.sh runs the program CLAD_fixed_directions_S_MC0Unix.m 1000 times (under UNIX) using different seeds. This gives the estimators and the ingredients for the various bootstrap estimators. The program CLAD_fixed_directions_S_MC0Unix.m will write to a folder called "results"

STEP 2
The program collect_results_CLAD.m, collect_results_CLAD_HV.m, and collect_results_CLAD_S.m take the results from Step 1 and calculated the estimated standard errors for each Monte Carlo replication.

STEP 3
The program collect_results.m collects the results and produces output that can be copied into latex.
