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On reproducible econometric research

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Author Info

  • Roger Koenker

    (Department of Economics, University of Illinois at Urbana-Champaign, USA)

  • Achim Zeileis

    (Department of Statistics and Mathematics, WU Wirtschaftsuniversit‰t Wien, Austria)

Abstract

Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source community, have greatly eased the burden of documenting and archiving both empirical and simulation work in econometrics. Some of these tools are highlighted in the discussion of two small replication exercises. Copyright © 2009 John Wiley & Sons, Ltd.

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File URL: http://qed.econ.queensu.ca:80/jae/2009-v24.5/
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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 24 (2009)
Issue (Month): 5 ()
Pages: 833-847

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Handle: RePEc:jae:japmet:v:24:y:2009:i:5:p:833-847

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References

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  1. Marius Ooms & Jurgen A. Doornik, 2006. "Econometric software development: past, present and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 206-224.
  2. Christian Kleiber & Achim Zeileis, 2005. "Validating multiple structural change models-a case study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 685-690.
  3. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-47, April.
  4. N. Gregory Mankiw & David Romer & David N. Weil, 1990. "A Contribution to the Empirics of Economic Growth," NBER Working Papers 3541, National Bureau of Economic Research, Inc.
  5. Durlauf, S.N. & Johnson, P.A., 1994. "Multiple Regimes and Cross-Country Growth Behavior," Working papers 9419, Wisconsin Madison - Social Systems.
  6. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Society for Computational Economics, vol. 30(1), pages 19-40, August.
  7. McCullough, B. D. & McGeary, Kerry Anne & Harrison, Teresa D., 2006. "Lessons from the JMCB Archive," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1093-1107, June.
  8. B. D. McCullough & H. D. Vinod, 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study," American Economic Review, American Economic Association, vol. 93(3), pages 873-892, June.
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Citations

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Cited by:
  1. Kleiber Christian & Zeileis Achim, 2013. "Reproducible Econometric Simulations," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 89-99, July.
  2. Arai, Mahmood & Karlsson, Jonas & Lundholm, Michael, 2008. "On Fragile Grounds: A Replication of Are Muslim Immigrants Different in Terms of Cultural Integration?," Research Papers in Economics 2009:5, Stockholm University, Department of Economics.
  3. Michael S. Delgado & Christopher F. Parmeter, 2013. "Embarrassingly Easy Embarrassingly Parallel Processing in R: Implementation and Reproducibility," Working Papers 2013-06, University of Miami, Department of Economics.
  4. Joachim Wagner, 2011. "From Estimation Results to Stylized Facts Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms," De Economist, Springer, vol. 159(4), pages 389-412, December.
  5. Le Zhang & Andreas Ortmann, 2012. "A reproduction and replication of Engel’s meta-study of dictator game experiments," Discussion Papers 2012-44, School of Economics, The University of New South Wales.
  6. Arai, Mahmood & Karlsson, Jonas & Lundholm, Michael, 2008. "On Fragile Grounds: A Replication of Are Muslim Immigrants Different in Terms of Cultural Integration? Technical Documentation," Research Papers in Economics 2009:6, Stockholm University, Department of Economics.
  7. Peter Egger & Sergey Nigai, 2013. "Energy Reform in Switzerland: A Quantification of Carbon Taxation and Nuclear Energy Substitution Effects," KOF Working papers 13-327, KOF Swiss Economic Institute, ETH Zurich.
  8. Rodolphe Buda, 2013. "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Society for Computational Economics, vol. 41(4), pages 517-524, April.
  9. Mahmood, Arai & Karlsson, Jonas & Lundholm, Michael, 2009. "On Fragile Grounds: A replication of "Are Muslim immigrants different in terms of cultrual integration?" Technical documentation," SULCIS Working Papers 2009:2, Stockholm University Linnaeus Center for Integration Studies - SULCIS.
  10. Roseline Bilina & Steve Lawford, 2012. "Python for unified research in econometrics and statistics," Post-Print hal-01021587, HAL.
  11. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  12. Matthias Bannert, 2013. "gateveys – An R Toolbox for Re-traceable Aggregation of Business Tendency Survey Data," KOF Working papers 13-326, KOF Swiss Economic Institute, ETH Zurich.

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