All simulation results in the paper were obtained with the fortran program "main.f90" in this folder, which calls on subroutines contained in modules in the other files of this folder. Before compiling, set "folder_data" variable to point to the replication subfolder "data" and set "folder_out" to point to subfolder "mc_files" of the replication package.

Compilation uses the Intel® Fortran Compiler 19.1.3.311, along with the IMSL Numerical Libraries Version 7.01 with options

/nologo /O2 /QxHost /Qip /fpp /I"C:\Program Files (x86)\VNI\imsl\fnl701\Intel64\include\dll" /I"C:\Program Files (x86)\VNI\imsl\fnl701\Intel64\include\static" /assume:nosource_include /assume:nocc_omp /Qopenmp /standard-semantics /real-size:64 /names:uppercase /module:"x64\Release\\" /object:"x64\Release\\" /Fd"x64\Release\vc150.pdb" /check:none /libs:static /threads /Qmkl:sequential /c /assume:realloc_lhs

Note in particular that the default real type is set to 64bits (ie, double precision) and we enable OpenMP.

Runtime is about 1 hour on a modern workstation with 24 physcial cores. The output are .csv files that summarize the rejection probabilities / confidence interval lenghts across the DGPs and inference methods, saved in the folder specified by the "folder_out" variable.

