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Reproducible Econometric Simulations

Kleiber, Christian and Zeileis, Achim. (2013) Reproducible Econometric Simulations. Journal of econometric methods, 2 (1). pp. 89-99.

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Official URL: http://edoc.unibas.ch/dok/A6164850

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Abstract

Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused mainly on reproducibility of empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. More specifically, we contribute to the emerging literature on reproducibility in economics along three lines: (i) we document how simulations of various types are an integral part of publications in modern econometrics, (ii) we provide some general guidelines about how to set up reproducible simulation experiments, and, finally, (iii) we provide a case study from time series econometrics that illustrates the main issues arising in connection with reproducibility, emphasizing the use of modular tools. Reproducibility of economic research has attracted considerable attention in  recent years. So far, the discussion has focused mainly on reproducibility of  empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. More specifically, we contribute to the emerging literature on reproducibility in economics along three lines: (i) we document how simulations of various types are an integral part of publications in modern econometrics, (ii) we provide some general guidelines about how to set up reproducible simulation experiments, and, finally, (iii) we provide a case study from time series econometrics that illustrates the main issues arising in connection with reproducibility, emphasizing the use of modular tools.
Faculties and Departments:06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Ökonometrie und Statistik (Kleiber)
UniBasel Contributors:Kleiber, Christian
Item Type:Article, refereed
Article Subtype:Research Article
Bibsysno:Link to catalogue
Publisher:De Gruyter
ISSN:2156-6674
Note:Publication type according to Uni Basel Research Database: Journal article
Language:English
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Last Modified:19 Dec 2018 10:41
Deposited On:25 Oct 2013 08:32

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