Kleiber, Christian and Zeileis, Achim. (2010) Reproducible econometric simulations. WWZ Discussion Papers, 2010 (11). Basel.
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Official URL: http://edoc.unibas.ch/dok/A5841408
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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.
Faculties and Departments: | 06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Ökonometrie und Statistik (Kleiber) 12 Special Collections > WWZ Publications > WWZ Discussion Papers and Working Papers |
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UniBasel Contributors: | Kleiber, Christian |
Item Type: | Working Paper |
Publisher: | WWZ |
Note: | -- Publication type according to Uni Basel Research Database: Discussion paper / Internet publication |
Language: | English |
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Last Modified: | 08 Feb 2018 08:59 |
Deposited On: | 19 Jul 2013 07:36 |
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