Reproducible Econometric Simulations

Christian Kleiber, Achim Zeileis
2013 Journal of Econometric Methods  
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
more » ... me series econometrics that explores the finite-sample power of certain structural change tests.
doi:10.1515/jem-2012-0004 fatcat:zh2dihwphbc3fo7u4o4ea6ymp4