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On reproducible econometric research

  • Roger Koenker

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

  • Achim Zeileis

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

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://hdl.handle.net/10.1002/jae.1083
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File URL: http://qed.econ.queensu.ca:80/jae/2009-v24.5/
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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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  1. Kleiber, Christian & Zeileis, Achim, 2004. "Validating multiple structural change models : A case study," Technical Reports 2004,34, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  2. Durlauf, S.N. & Johnson, P.A., 1994. "Multiple Regimes and Cross-Country Growth Behavior," Working papers 9419, Wisconsin Madison - Social Systems.
  3. 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.
  4. 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.
  5. 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.
  6. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-47, April.
  7. 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.
  8. 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.
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