Reproducible Econometric Simulations
Christian Kleiber and
Achim Zeileis ()
Working Papers from Faculty of Economics and Statistics, University of Innsbruck
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)
JEL-codes: C (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp, nep-ecm, nep-hpe and nep-mic
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Journal Article: Reproducible Econometric Simulations (2013)
Working Paper: Reproducible econometric simulations (2010)
Working Paper: Reproducible Econometric Simulations (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:inn:wpaper:2011-02
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