Reproducible Econometric Simulations

Christian Kleiber and Achim Zeileis ()

Working papers from Faculty of Business and Economics - University of Basel

Abstract: 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 ndings. To illustrate how computational experiments could be conducted and reported we present an example from time series econometrics that explores the nite-sample power of certain structural change tests.

Keywords: computational experiment; reproducibility; simulation; software (search for similar items in EconPapers)
Date: 2010-11-01
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https://edoc.unibas.ch/61221/1/20180305161335_5a9d5e9f4bbbb.pdf (application/pdf)

Related works:
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:2010/12

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