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On reproducible econometric research

Roger Koenker and Achim Zeileis
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Roger Koenker: Department of Economics, University of Illinois at Urbana-Champaign, USA, Postal: Department of Economics, University of Illinois at Urbana-Champaign, USA
Achim Zeileis: Department of Statistics and Mathematics, WU Wirtschaftsuniversit‰t Wien, Austria, Postal: Department of Statistics and Mathematics, WU Wirtschaftsuniversit‰t Wien, Austria

Journal of Applied Econometrics, 2009, vol. 24, issue 5, pages 833-847

Abstract: Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source community, have greatly eased the burden of documenting and archiving both empirical and simulation work in econometrics. Some of these tools are highlighted in the discussion of two small replication exercises. Copyright © 2009 John Wiley & Sons, Ltd.

Date: 2009
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