Reproducible Econometric Simulations

DOI10.1515/jem-2012-0004zbMath1279.65017OpenAlexW2161011220WikidataQ57263798 ScholiaQ57263798MaRDI QIDQ2870576

Achim Zeileis, Christian Kleiber

Publication date: 21 January 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://edoc.unibas.ch/29253/1/Reproducible%20Econometric%20Simulations.pdf

zbMATH Keywords

softwaresimulationcomputational experimentreproducibility

Mathematics Subject Classification ID

Uses Software

• R
• lattice
• MersenneTwister
• strucchange

Cites Work

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• Markov chain Monte Carlo: can we trust the third significant figure?
• Thoughts on pseudorandom number generators
• Good random number generators are (not so) easy to find
• The design and analysis of computer experiments.
• Designing and reporting on computational experiments with heuristic methods
• Estimation with overidentifying inequality moment conditions
• Testing for the Constancy of Parameters Over Time
• The Cusum Test with Ols Residuals
• The Reporting of Computation-Based Results in Statistics
• Mersenne twister

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