Replication package for: Standard Errors for Calibrated Parameters

Replication code and data for "Standard Errors for Calibrated Parameters" by Matthew D. Cocci and Mikkel Plagborg-Moller, to be published in the Review of Economic Studies. The code contains Matlab and Python packages for moment-matching inference that does not require the full correlation structure of the matched moments. Two empirical applications with associated data sets are included: estimation of a model of menu cost pricing in multiproduct firms from scanner data, and impulse response matching estimation of a HANK model.