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.computational experiment, reproducibility, simulation, software.

Reproducible Econometric Simulations

Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused mainly on reproducibility of empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. More specifically, we contribute to the emerging literature on reproducibility in economics along three lines: (i) we document how simulations of various types are an integral part of publications in modern econometrics, (ii) we provide some general guidelines about how to set up reproducible simulation experiments, and, finally, (iii) we provide a case study from time series econometrics that illustrates the main issues arising in connection with reproducibility, emphasizing the use of modular tool

Use of representative operation counts in computational testings of algorithms

Includes bibliographical references (p. 25-26).Ravindra K. Ahuja, James B. Orlin

VII REUNIÓN ANUAL DE ASEPELT-ESPAÑA

VII Reunión Anual de ASEPELT-España, Cádiz, 17 y 18 de junio de 1993 - Cádi