Reproducible Econometric Research
(A Critical Review of the State of the Art)

Manuscript

This Web page provides accompanying material for the article

Koenker R, Zeileis A (2007). "Reproducible Econometric Research (A Critical Review of the State of the Art)," Report 60, Department of Statistics and Mathematics, Wirtschaftsuniversität Wien, Research Report Series. URL http://epub.wu-wien.ac.at/.

Please use the citation above to refer to this work.

Resources

• Technology: The paper has been written in LaTeX, all empirical analyses and simulations have been carried out in R, employing a literate econometric practice approach and combining LaTeX and R based on Sweave.
• Document sources: The master source file (with combined LaTeX and R code) is RER.Rnw. From this file, the LaTeX file RER.tex and all graphics are dynamically produced. This in turn can be compiled to RER.pdf. For compilation with LaTeX, our BibTeX data base repro.bib and the BibTeX style file jae.bst are required.
• Data: The data sets for the two empirical analyses from the paper are available as flat text files. The growth regression data from Durlauf & Johnson (1995) is available in data.dj (as obtained from the Journal of Applied Econometrics Data Archive). The wage-equation meta-model data from Koenker (1988) is available in its raw form as rk.raw and processed to CSV format (comma-separated values) in rk.csv. R code for the pre-processing is linked below.
• R code: Extended R code that not only re-produces the replication exercises from the paper but also provides more complete results for each case study is available in R session transcripts (.Rt files). This are flat text files containing R source code and comments: cross-country growth regressions, wage-equation meta-models, power of fluctuation tests simulation.
• Version control: This Web page and all the resources provided above are under version control in a Subversion (SVN) repository. Current (and previous) versions are available for anonymous checkout from svn://svn-statmath.wu-wien.ac.at/repro/.
• R packages: R itself and all the packages employed for this project are available from the Comprehensive R Archive Network (CRAN). In particular, the following packages have been used: lmtest, sandwich, MASS, strucchange, lattice.

Related material

• An earlier technical report "Reproducible Econometric Research" by Roger Koenker is available in the following formats: [HTML], [PDF], [PostScript].
• Further material on reproducibility in econometrics research compiled by Roger Koenker is available.
• Another replication case study in forensic econometrics "Validating Multiple Structural Change Models" by Achim Zeileis and Christian Kleiber has been published in the Journal of Applied Econometrics as doi:10.1002/jae.856. An extended research report version is available from ePub WU.
• The R Project for Statistical Computing
• Journal of Applied Econometrics Data Archive