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Reproducible Econometric Simulations

Christian Kleiber and Achim Zeileis ()

Working Papers from Faculty of Economics and Statistics, University of Innsbruck

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 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)
Pages: 22
Date: 2011-02
New Economics Papers: this item is included in nep-cmp, nep-ecm, nep-hpe and nep-mic
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Downloads: (external link)
https://www2.uibk.ac.at/downloads/c4041030/wpaper/2011-02.pdf (application/pdf)

Related works:
Journal Article: Reproducible Econometric Simulations (2013) Downloads
Working Paper: Reproducible econometric simulations (2010) Downloads
Working Paper: Reproducible Econometric Simulations (2010) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:inn:wpaper:2011-02

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