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Reproducible Econometric Simulations

Kleiber, Christian and Zeileis, Achim. (2010) Reproducible Econometric Simulations. WWZ Discussion Papers, 2010 (12).

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Official URL: https://edoc.unibas.ch/61221/

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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 > ├ľkonometrie und Statistik (Kleiber)
12 Special Collections > WWZ Publications > WWZ Discussion Papers and Working Papers
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:
  • handle: RePEc:bsl:wpaper:2010/12
Last Modified:14 Mar 2018 09:44
Deposited On:07 Mar 2018 10:53

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