Reproducible Econometric Simulations
AbstractReproducibility 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.
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Bibliographic InfoPaper provided by Faculty of Economics and Statistics, University of Innsbruck in its series Working Papers with number 2011-02.
Date of creation: Feb 2011
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computational experiment; reproducibility; simulation; software.;
Other versions of this item:
- C - Mathematical and Quantitative Methods
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-05 (All new papers)
- NEP-CMP-2011-02-05 (Computational Economics)
- NEP-ECM-2011-02-05 (Econometrics)
- NEP-HPE-2011-02-05 (History & Philosophy of Economics)
- NEP-MIC-2011-02-05 (Microeconomics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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