Kleiber, Christian and Zeileis, Achim. (2010) Reproducible Econometric Simulations. WWZ Discussion Papers, 2010 (12).
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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 ndings. To illustrate how computational experiments could be conducted and reported we present an example from time series econometrics that explores the nite-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, University of Basel |
Number of Pages: | 19 |
Note: | Publication type according to Uni Basel Research Database: Discussion paper / Internet publication |
Language: | English |
Identification Number: |
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edoc DOI: | |
Last Modified: | 14 Mar 2018 09:44 |
Deposited On: | 07 Mar 2018 10:53 |
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