Reproducible Econometric Simulations
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 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.
(This abstract was borrowed from another version of this item.)
|Date of creation:||2010|
|Date of revision:|
|Contact details of provider:|| Postal: Peter-Merian-Weg 6, Postfach, CH-4002 Basel|
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