Reproducible econometric simulations

DOI10.1515/JEM-2012-0004MaRDI QIDQ2870576zbMATH OpenOpenAlexWikidataFDO

Authors 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

softwaresimulationreproducibilitycomputational experiment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

• Reproducible econometrics using R
• Computing the Distributions of Economic Models via Simulation
• Econometric analysis of microscopic simulation models
• Simulation-based inference in econometrics. Methods and applications
• On simulation and modeling in economics
• scientific article; zbMATH DE number 4151722
• scientific article; zbMATH DE number 1943891
• Monte Carlo simulation for econometricians

Cites work

• scientific article; zbMATH DE number 1942835 (Why is no real title available?)
• Designing and reporting on computational experiments with heuristic methods
• Estimation with overidentifying inequality moment conditions
• Good random number generators are (not so) easy to find
• Lattice. Multivariate data visualization with R
• Markov chain Monte Carlo: can we trust the third significant figure?
• Mersenne twister
• Testing for the Constancy of Parameters Over Time
• The Cusum Test with Ols Residuals
• The Reporting of Computation-Based Results in Statistics
• The design and analysis of computer experiments.
• Thoughts on pseudorandom number generators

Cited in

(3)

• Truth, proof, and reproducibility: there's no counter-attack for the codeless
• Reproducible research in statistics: a review and guidelines for the Biometrical Journal
• BEAMLAB AND REPRODUCIBLE RESEARCH

Describes a project that uses

Uses Software

• strucchange
• MersenneTwister
• lattice
• R

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