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Reproducible econometric simulations

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
UniBasel Contributors:Kleiber, Christian
Item Type:Working Paper
Bibsysno:Link to catalogue
Publisher:WWZ
Note: -- Publication type according to Uni Basel Research Database: Discussion paper / Internet publication
Language:English
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Identification Number:
  • handle: RePEc:bsl:wpaper:2010/11
Last Modified:08 Feb 2018 08:59
Deposited On:19 Jul 2013 07:36

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