Arbeitspapier
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Papers in Economics and Statistics ; No. 2011-02
- Klassifikation
-
Wirtschaft
- Thema
-
computational experiment
reproducibility
simulation
software.
Ökonometrisches Modell
Simulation
Test
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kleiber, Christian
Zeileis, Achim
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon)
- (wo)
-
Innsbruck
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kleiber, Christian
- Zeileis, Achim
- University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon)
Entstanden
- 2011
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