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README.md

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 # NPIV
-Replication data and files for Chen and Christensen (2017): "Optimal Sup-norm rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression"
+Replication Matlab codes and data for Chen and Christensen (2017): "Optimal Sup-norm rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression". 
+
+### Replicating the empirical applications
+The file "run_app_cs_dwl.m" reproduces the plots of bootstrap uniform confidence bands for exact consumer surplus and deadweight loss for the household gasoline demand application. The file "run_app_engel.m" reproduces the plots of bootstrap uniform confidence bands for the Engel curve application.
+
+For the CS/DL application, the file bhp_filter.R generates the csv file bhp_new.csv.
+
+
+### Replicating the simulation exercise
+The file "run_sim_ucb.m" reproduces the simulation results.