EconPapers    
Economics at your fingertips  
 

Reproducible Econometric Simulations

Christian Kleiber and Achim Zeileis ()

Journal of Econometric Methods, 2013, vol. 2, issue 1, 89-99

Abstract: Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused mainly on reproducibility of empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. More specifically, we contribute to the emerging literature on reproducibility in economics along three lines: (i) we document how simulations of various types are an integral part of publications in modern econometrics, (ii) we provide some general guidelines about how to set up reproducible simulation experiments, and, finally, (iii) we provide a case study from time series econometrics that illustrates the main issues arising in connection with reproducibility, emphasizing the use of modular tools.

Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
https://doi.org/10.1515/jem-2012-0004 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
Working Paper: Reproducible Econometric Simulations (2011) Downloads
Working Paper: Reproducible econometric simulations (2010) Downloads
Working Paper: Reproducible Econometric Simulations (2010) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:jecome:v:2:y:2013:i:1:p:89-99:n:2

Ordering information: This journal article can be ordered from
https://www.degruyter.com/view/j/jem

DOI: 10.1515/jem-2012-0004

Access Statistics for this article

More articles in Journal of Econometric Methods from De Gruyter
Bibliographic data for series maintained by Peter Golla ().

 
Page updated 2021-06-10
Handle: RePEc:bpj:jecome:v:2:y:2013:i:1:p:89-99:n:2