Reproducible econometric simulations
Christian Kleiber and
Achim Zeileis ()
Working papers from Faculty of Business and Economics - University of Basel
Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused on reproducibility of empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. We examine the current situation in econometrics and derive a set of guidelines from our findings. To illustrate how computational experiments could be conducted and reported we present an example from time series econometrics that explores the finite-sample power of certain structural change tests.
Keywords: computational experiment; reproducibility; simulation; software (search for similar items in EconPapers)
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Journal Article: Reproducible Econometric Simulations (2013)
Working Paper: Reproducible Econometric Simulations (2011)
Working Paper: Reproducible Econometric Simulations (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:bsl:wpaper:2010/11
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