diff --git a/doc/internals/build_internal_documentation.m b/doc/internals/build_internal_documentation.m
index 35ff8c842..cbb83e6b9 100644
--- a/doc/internals/build_internal_documentation.m
+++ b/doc/internals/build_internal_documentation.m
@@ -2,7 +2,6 @@ function build_internal_documentation()
 % The name of the function should be explicit...
 
 datafiles  = [];
-datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'initialize_dataset'}];
 datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'descriptive_statistics'}];
 datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'compute_stdv'}];
 datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'compute_cova'}];
@@ -81,4 +80,4 @@ if rows(miscfiles)
         fprintf(fid,'\n\n\n');
     end
 end
-fclose(fid);
\ No newline at end of file
+fclose(fid);
diff --git a/matlab/utilities/dataset/descriptive_statistics.m b/matlab/utilities/dataset/descriptive_statistics.m
index c93b975cd..2b849fe38 100644
--- a/matlab/utilities/dataset/descriptive_statistics.m
+++ b/matlab/utilities/dataset/descriptive_statistics.m
@@ -10,7 +10,7 @@ function dataset_ = descriptive_statistics(dataset_,statistic,varagin)
 %! @strong{Inputs}
 %! @table @var
 %! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
+%! Dynare structure describing the dataset, built by @ref{makedataset}
 %! @item statistic
 %! String. The name of the statistic to be computed. Admissible values are:
 %!   @table @var
@@ -31,7 +31,7 @@ function dataset_ = descriptive_statistics(dataset_,statistic,varagin)
 %! @strong{Outputs}
 %! @table @var
 %! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
+%! Dynare structure describing the dataset, built by @ref{makedataset}
 %! @end table
 %!
 %! @strong{This function is called by:}
@@ -84,4 +84,4 @@ if strcmpi(statistic,'acov')
         nlag = varargin{1};
     end
     dataset_ = compute_acov(dataset_,nlag);
-end
\ No newline at end of file
+end
diff --git a/matlab/utilities/dataset/initialize_dataset.m b/matlab/utilities/dataset/initialize_dataset.m
deleted file mode 100644
index bbeb416f5..000000000
--- a/matlab/utilities/dataset/initialize_dataset.m
+++ /dev/null
@@ -1,102 +0,0 @@
-function dataset_ = initialize_dataset(datafile,varobs,first,nobs,logged_data_flag,prefilter,xls)
-% Initializes a structure describing the dataset.
-
-% Copyright © 2011-2017 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
-
-if isempty(datafile)
-    error('Estimation::initialize_dataset: You have to declare a dataset file!')
-end
-
-if isempty(varobs)
-    error('Estimation::initialize_dataset: You have to declare a set of observed variables')
-end
-
-% Get raw data.
-rawdata = read_variables(datafile,varobs,[],xls.sheet,xls.range);
-
-% Get the (default) number of observations.
-if isempty(nobs) || rows(rawdata)<nobs+first-1 %case 2: dataset has changed
-    nobs = rows(rawdata)-first+1;
-end
-
-% Set the (default) prefilter option.
-if isempty(prefilter)
-    prefilter = 0;
-end
-
-% Fill the dataset structure
-dataset_.info.ntobs = nobs;
-dataset_.info.nvobs = length(varobs);
-dataset_.info.varobs = varobs;
-
-% Test the number of variables in the database.
-if dataset_.info.nvobs-size(rawdata,2)
-    skipline()
-    disp(['Declared number of observed variables = ' int2str(dataset.info.nvobs)])
-    disp(['Number of variables in the database   = ' int2str(size(rawdata,2))])
-    skipline()
-    error(['Estimation can''t take place because the declared number of observed' ...
-           'variables doesn''t match the number of variables in the database.'])
-end
-
-if size(rawdata,1)~=dataset_.info.ntobs
-    fprintf('Restricting the sample to observations %d to %d. Using in total %d observations. \n',first,first+dataset_.info.ntobs-1,dataset_.info.ntobs)
-end
-rawdata = rawdata(first:(first+dataset_.info.ntobs-1),:);
-
-% Take the log of the variables if needed
-if logged_data_flag
-    dataset_.rawdata = log(rawdata);
-else
-    if isequal(transformation,@log)
-        if ~isreal(rawdata)
-            error(['Estimation::initialize_dataset: Some of the variables have non positive observations, I cannot take the log of the data!'])
-        end
-    end
-    dataset_.rawdata = arrayfun(transformation,rawdata);
-end
-
-% Test if the observations are real numbers.
-if ~isreal(dataset_.rawdata)
-    error('Estimation::initialize_dataset: There are complex values in the data!')
-end
-
-% Test for missing observations.
-dataset_.missing.state = any(any(isnan(dataset_.rawdata)));
-if dataset_.missing.state
-    [i,n,s,j] = describe_missing_data(dataset_.rawdata);
-    dataset_.missing.aindex = i;
-    dataset_.missing.vindex = j;
-    dataset_.missing.number_of_observations = n;
-    dataset_.missing.no_more_missing_observations = s;
-else
-    dataset_.missing.aindex = num2cell(repmat(1:dataset_.info.nvobs,dataset_.info.ntobs,1)',1);
-    dataset_.missing.vindex = [];
-    dataset_.missing.number_of_observations = [];
-    dataset_.missing.no_more_missing_observations = 1;
-end
-
-% Compute the empirical mean of the observed variables..
-dataset_.descriptive.mean = nanmean(dataset_.rawdata);
-
-% Prefilter the data if needed.
-if prefilter == 1
-    dataset_.data = transpose(bsxfun(@minus,dataset_.rawdata,dataset_.descriptive.mean));
-else
-    dataset_.data = transpose(dataset_.rawdata);
-end