%% our own paper / research report @Article{repro:Koenker+Zeileis:2009, author = {Roger Koenker and Achim Zeileis}, title = {On Reproducible Econometric Research}, journal = {Journal of Applied Econometrics}, year = {2009}, note = {Forthcoming}, } @TechReport{repro:Koenker+Zeileis:2007, author = {Roger Koenker and Achim Zeileis}, title = {Reproducible Econometric Research ({A} Critical Review of the State of the Art)}, institution = {Department of Statistics and Mathematics, Wirtschaftsuniversit\"at Wien, Research Report Series}, year = {2007}, type = {Report}, number = {60}, month = {November}, url = {http://epub.wu-wien.ac.at/dyn/openURL?id=oai:epub.wu-wien.ac.at:epub-wu-01_c75} } %% reproducible research / literate programming @Book{repro:Knuth:1992, author = {Donald E. Knuth}, title = {Literate Programming}, year = {1992}, publisher = {Center for the Study of Language and Information}, address = {Stanford, California}, series = {CSLI Lecture Notes}, volume = {27} } @Unpublished{repro:Koenker:1996, author = {Roger Koenker}, title = {Reproducible Econometric Research}, note = {Department of Economics, University of Illinois at Urbana-Champaign, United States of America}, year = {1996}, url = {http://www.econ.uiuc.edu/~roger/} } @TechReport{repro:deLeeuw:2001, author = {Jan de Leeuw}, title = {Reproducible Research: The Bottom Line}, institution = {Department of Statistics Papers, University of California, Los Angeles}, year = {2001}, type = {Technical Report}, number = {2001031101}, url = {http://repositories.cdlib.org/uclastat/papers/2001031101} } @InCollection{repro:Buckheit+Donoho:1995, author = {J. B. Buckheit and D. L. Donoho}, title = {{WaveLab} and Reproducible Research}, editor = {A. Antoniadis and G. Oppenheim}, booktitle = {Wavelets in Statistics}, series = {Lecture Notes in Statistics}, year = {1995}, pages = {55--82}, publisher = {Springer-Verlag}, address = {New York}, } @InProceedings{repro:Leisch:2002, author = {Friedrich Leisch}, title = {Dynamic Generation of Statistical Reports Using Literate Data Analysis}, booktitle = {COMPSTAT 2002 -- Proceedings in Computational Statistics}, pages = {575--580}, year = {2002}, editor = {W. H\"ardle and B. R\"onz}, address = {Heidelberg}, publisher = {Physica Verlag} } @Article{repro:Leisch:2002a, author = {Friedrich Leisch}, title = {Sweave, Part {I}: Mixing \proglang{R} and {\LaTeX}}, journal = {\proglang{R} News}, year = {2002}, volume = {2}, number = {3}, pages = {28--31}, month = {December}, url = {http://CRAN.R-project.org/doc/Rnews/} } @Article{repro:Leisch:2003, author = {Friedrich Leisch}, title = {Sweave, Part {II}: Package Vignettes}, journal = {\proglang{R} News}, year = {2003}, volume = {3}, number = {2}, pages = {21--24}, month = {October}, url = {http://CRAN.R-project.org/doc/Rnews/} } @Article{repro:Leisch+Rossini:2003, author = {Friedrich Leisch and Anthony J. Rossini}, title = {Reproducible Statistical Research}, journal = {Chance}, year = {2003}, volume = {16}, number = {2}, pages = {46--50} } @InProceedings{AER:Rossini:2001, author = {Anthony J. Rossini}, title = {Literate Statistical Practice}, booktitle = {Proceedings of the 2nd International Workshop on Distributed Statistical Computing, Vienna, Austria}, editor = {Kurt Hornik and Friedrich Leisch}, year = {2001}, url = {http://www.ci.tuwien.ac.at/Conferences/DSC-2001/Proceedings/}, note = {{ISSN 1609-395X}} } @Article{repro:Ramsey:1994, author = {Norman Ramsey}, title = {Literate Programming Simplified}, journal = {{IEEE} Software}, year = {1994}, volume = {11}, number = {5}, pages = {97--105} } @Article{repro:McCullough+Vinod:2003, author = {B. D. McCullough and H. D. Vinod}, title = {Verifying the Solution from a Nonlinear Solver: A Case Study}, journal = {American Economic Review}, year = {2003}, volume = {93}, pages = {873--892}, } @Article{repro:McCullough+McGeary+Harrison:2006, author = {Bruce D. McCullough and Kerry Anne McGeary and Teresa Harrison}, title = {Lessons from the {JMCB} Archive}, journal = {Journal of Money, Credit and Banking}, year = {2006}, volume = {38}, number = {4}, pages = {1093--1107}, } @Article{repro:Vinod:2001, author = {H. D. Vinod}, title = {Care and Feeding of Reproducible Econometrics}, journal = {Journal of Econometrics}, year = {2001}, volume = {100}, pages = {87--88}, } @Article{repro:Zeileis+Kleiber:2005, author = {Achim Zeileis and Christian Kleiber}, title = {Validating Multiple Structural Change Models -- {A} Case Study}, journal = {Journal of Applied Econometrics}, year = {2005}, volume = {20}, pages = {685--690}, doi = {10.1002/jae.856} } @Article{repro:Gentleman+TempleLang:2007, author = {Robert Gentleman and Duncan {Temple Lang}}, title = {Statistical Analyses and Reproducible Research}, journal = {Journal of Computational and Graphical Statistics}, year = {2007}, volume = {16}, number = {1}, pages = {1--23} } %% document preparation / version control @Book{repro:Lamport:1994, author = {Leslie Lamport}, title = {{\LaTeX}: A Document Preparation System}, edition = {2nd}, year = {1994}, publisher = {Addison-Wesley}, address = {Reading, Massachusetts} } @Book{repro:Knuth:1984, author = {Donald E. Knuth}, title = {The {\TeX}book}, year = {1984}, publisher = {Addison-Wesley}, address = {Reading, Massachusetts}, series = {Computers and Typesetting}, volume = {A} } @Manual{repro:Raggett+LeHors+Jacobs:1999, author = {Dave Raggett and Arnaud Le Hors and Ian Jacobs}, title = {\proglang{HTML} 4.01 Specification}, year = {1999}, organization = {World Wide Web Consortium}, url = {http://www.w3.org/TR/html401/}, } @Manual{repro:Bray+Paoli+SperbergMcQueen:2008, author = {Tim Bray and Jean Paoli and C. M. Sperberg-McQueen and Eve Maler and Fran{\c{c}}ois Yergeau}, title = {Extensible Markup Language (\proglang{XML}) 1.0}, year = {2008}, edition = {5th}, organization = {World Wide Web Consortium}, url = {http://www.w3.org/TR/xml/}, } @Book{repro:Pilato+Collins-Sussman+Fitzpatrick:2004, author = {C. Michael Pilato and Ben Collins-Sussman and Brian W. Fitzpatrick}, title = {Version Control with \pkg{Subversion}}, year = {2004}, publisher = {O'Reilly}, note = {Full book available online at \url{http://svnbook.red-bean.com/}}, } @Book{repro:Cederqvist:2006, author = {Per {Cederqvist et al.}}, title = {Version Management with \pkg{CVS}}, year = {2006}, publisher = {Network Theory Limited}, address = {Bristol}, note = {Full book available online at \url{http://ximbiot.com/cvs/manual/}}, } %% programming environments @Manual{repro:R:2007, title = {\proglang{R}: {A} Language and Environment for Statistical Computing}, author = {{\proglang{R} Development Core Team}}, organization = {\proglang{R} Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2007}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org/} } @Manual{repro:R:2008, title = {\proglang{R}: {A} Language and Environment for Statistical Computing}, author = {{\proglang{R} Development Core Team}}, organization = {\proglang{R} Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2008}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org/} } @Article{repro:Cribari-Neto+Zarkos:1999, author = {Francisco Cribari-Neto and Spyros G. Zarkos}, title = {\proglang{R}: Yet Another Econometric Programming Environment}, journal = {Journal of Applied Econometrics}, year = {1999}, volume = {14}, pages = {319-329} } @Article{repro:Racine+Hyndman:2002, author = {Jeff Racine and Rob Hyndman}, title = {Using \proglang{R} to Teach Econometrics}, journal = {Journal of Applied Econometrics}, year = {2002}, volume = {17}, pages = {175--189} } @Book{repro:Kleiber+Zeileis:2008, author = {Christian Kleiber and Achim Zeileis}, title = {Applied Econometrics with \proglang{R}}, publisher = {Springer-Verlag}, address = {New York}, year = {2008}, note = {Forthcoming, full preliminary version available online at \url{http://www.stat.auckland.ac.nz/~paul/ItDT/}} } @Article{repro:Stigler:1981, author = {Stephen M. Stigler}, title = {Gauss and the Invention of Least Squares}, journal = {The Annals of Statistics}, year = {1981}, volume = {9}, pages = {465--474} } @Article{repro:Schwab+Karrenbach+Claerbout:2000, author = {Matthias Schwab and Martin Karrenbach and Jon Claerbout}, title = {Making Scientific Computations Reproducible}, journal = {Computing in Science and Engineering}, year = {2000}, volume = {2}, pages = {61--67} } @Article{repro:Baiocchi:2007, author = {Giovanni Baiocchi}, title = {Reproducible Research in Computational Economics: Guidelines, Integrated Approaches, and Open Source Software}, journal = {Computational Economics}, year = {2007}, volume = {30}, pages = {19--40} } @Article{repro:Wilson:1973, author = {J. Harold Wilson}, title = {Statistics and Decision-making in Government -- {B}radshaw Revisited}, journal = {Journal of the Royal Statistics Society A}, year = {1973}, volume = {136}, pages = {1--20} } @Article{repro:Goldberger:2004, author = {Arthur S. Goldberger}, title = {Econometric Computing by Hand}, journal = {Journal of Economic and Social Measurement}, year = {2004}, volume = {29}, pages = {115--117} } @Manual{repro:GAUSS:2006, author = {{Aptech Systems, Inc.}}, title = {\proglang{GAUSS} Mathematical and Statistical System~8.0}, year = {2006}, organization = {Aptech Systems, Inc.}, address = {Black Diamond, Washington}, url = {http://www.Aptech.com/} } @Manual{repro:Baker+Nelder:1978, author = {Robert J. Baker and John A. Nelder}, title = {The \proglang{GLIM} System, Release~3}, organization = {Numerical Algorithms Group}, address = {Oxford}, year = {1978} } @Book{repro:Kernighan+Plauger:1974, author = {B.W. Kernighan and P.J. Plauger}, year = {1974}, title = {The Elements of Programming Style}, publisher = {McGraw-Hill}, address = {New York, NY} } @Book{repro:Brelsford+Relles:1981, author = { W. M. Brelsford and D. A. Relles}, year = {1981}, title = {\proglang{STATLIB}, A Statistica1 Computing Library}, publisher = {Prentice Hall}, address = {Englewood Cliffs, NJ} } @Article{repro:Vinod:2000, author = {H. D. Vinod}, title = {Review Of \proglang{GAUSS} For {W}indows, Including Its Numerical Accuracy}, journal = {Journal of Applied Econometrics}, year = {2000}, volume = {15}, pages = {211--220} } @Manual{repro:Stata:2007, author = {{StataCorp.}}, title = {\proglang{Stata} Statistical Software: Release~10}, year = {2007}, organization = {StataCorp LP}, address = {College Station, Texas}, url = {http://www.Stata.com/} } @Manual{repro:MATLAB:2007, author = {{The MathWorks, Inc.}}, title = {\proglang{MATLAB} -- {T}he Language of Technical Computing, Version~7.5}, year = {2007}, organization = {The MathWorks, Inc.}, address = {Natick, Massachusetts}, url = {http://www.MathWorks.com/products/matlab/} } @Manual{repro:MATLAB-Report:2007, author = {{The MathWorks, Inc.}}, title = {\proglang{MATLAB} Report Generator~3.2.1}, year = {2007}, organization = {The MathWorks, Inc.}, address = {Natick, Massachusetts}, url = {http://www.MathWorks.com/products/ML_reportgenerator/} } @Book{repro:Ox:2006, author = {Jurgen A. Doornik}, title = {\proglang{Ox}: An Object-Oriented Matrix Language}, year = {2006}, publisher = {Timberlake Consultants Press}, address = {London} } @Book{repro:OxMetrics:2006, author = {Jurgen A. Doornik}, title = {An Introduction to \pkg{OxMetrics}~4}, year = {2006}, publisher = {Timberlake Consultants Press}, address = {London} } @Article{repro:Renfro:2004, author = {Charles G. Renfro}, title = {Econometric Software: The First Fifty Years in Perspective}, journal = {Journal of Economic and Social Measurement}, year = {2004}, volume = {29}, pages = {9--107} } @Article{repro:Ooms+Doornik:2006, author = {Marius Ooms and Jurgen A. Doornik}, title = {Econometric Software Development: Past, Present and Future}, journal = {Statistica Neerlandica}, year = {2006}, volume = {60}, pages = {206--224} } %% empirical examples @Misc{repro:MacKinnon:2007, author = {James G. MacKinnon}, title = {{Journal of Applied Econometrics} Data Archive}, year = {2007}, howpublished = {URL \url{http://econ.queensu.ca/jae/}} } @Misc{repro:Heston+Summers+Aten:2002, author = {Alan Heston and Robert Summers and Bettina Aten}, title = {{P}enn {W}orld {T}able Version 6.1}, year = {2002}, note = {Center for International Comparisons at the University of Pennsylvania (CICUP), October 2002}, howpublished = {URL \url{http://pwt.econ.upenn.edu/}} } @Article{repro:Durlauf+Johnson:1995, author = {Steven N. Durlauf and Paul A. Johnson}, title = {Multiple Regimes and Cross-Country Growth Behaviour}, journal = {Journal of Applied Econometrics}, year = {1995}, volume = {10}, pages = {365--384} } @Article{repro:Mankiw+Romer+Weil:1992, author = {N. Gregory Mankiw and David Romer and David N. Weil}, title = {A Contribution to the Empirics of Economic Growth}, journal = {The Quarterly Journal of Economics}, year = {1992}, volume = {107}, number = {2}, pages = {407--437} } @Article{repro:Masanjala+Papageorgiou:2004, author = {Winford H. Masanjala and Chris Papageorgiou}, title = {The {S}olow Model with {CES} Technology: Nonlinearities and Parameter Heterogeneity}, journal = {Journal of Applied Econometrics}, year = {2004}, volume = {19}, pages = {171--201} } @Article{repro:Koenker:2006, author = {Roger Koenker}, title = {The Median is the Message: Toward the {F}r\'echet Median}, journal = {Journal de la Soci\'et\'e Fran\c{c}aise de Statistique}, year = {2006}, volume = {147}, number = {2}, pages = {61--64} } @Article{repro:Koenker:1988, author = {Roger Koenker}, title = {Asymptotic Theory and Econometric Practice}, journal = {Journal of Applied Econometrics}, year = {1988}, volume = {3}, number = {2}, pages = {139--147} } @Article{repro:Ploberger+Kraemer:1992, author = {Werner Ploberger and Walter Kr{\"a}mer}, title = {The {CUSUM} Test with {OLS} Residuals}, journal = {Econometrica}, year = {1992}, volume = {60}, number = {2}, pages = {271--285} } %% packages / misc @Article{repro:Zeileis+Leisch+Hornik:2002, author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber}, title = {\pkg{strucchange}: {A}n \proglang{R} Package for Testing for Structural Change in Linear Regression Models}, journal = {Journal of Statistical Software}, year = {2002}, volume = {7}, number = {2}, pages = {1--38}, url = {http://www.jstatsoft.org/v07/i02/} } @Article{repro:Zeileis+Hothorn:2002, author = {Achim Zeileis and Torsten Hothorn}, title = {Diagnostic Checking in Regression Relationships}, journal = {\proglang{R} News}, year = {2002}, volume = {2}, number = {3}, pages = {7--10}, month = {December}, url = {http://CRAN.R-project.org/doc/Rnews/} } @Article{repro:Zeileis:2004, author = {Achim Zeileis}, title = {Econometric Computing with {HC} and {HAC} Covariance Matrix Estimators}, year = {2004}, journal = {Journal of Statistical Software}, volume = {11}, number = {10}, pages = {1--17}, url = {http://www.jstatsoft.org/v11/i10/} } @Article{repro:Zeileis:2006, author = {Achim Zeileis}, title = {Object-oriented Computation of Sandwich Estimators}, year = {2006}, journal = {Journal of Statistical Software}, volume = {16}, number = {9}, pages = {1--16}, url = {http://www.jstatsoft.org/v16/i09/} } @Article{repro:Lecoutre:2003, author = {Eric Lecoutre}, title = {The \pkg{R2HTML} Package}, journal = {\proglang{R} News}, year = {2003}, volume = {3}, number = {3}, pages = {33--36}, month = {December}, url = {http://CRAN.R-project.org/doc/Rnews/} } @Article{repro:Kuhn:2006, author = {Max Kuhn}, title = {\code{Sweave} and the Open Document Format -- {T}he \pkg{odfWeave} Package}, journal = {\proglang{R} News}, year = {2006}, volume = {6}, number = {4}, pages = {2--8}, month = {October}, url = {http://CRAN.R-project.org/doc/Rnews/} } @Article{repro:Lenth+Hojsgaard:2007, author = {Russell V. Lenth and S{\o}ren H{\o}jsgaard}, title = {\pkg{SASweave}: Literate Programming Using \proglang{SAS}}, journal = {Journal of Statistical Software}, year = {2007}, volume = {19}, number = {8}, pages = {1--20}, month = {June}, url = {http://www.jstatsoft.org/v19/i08/} } @Book{repro:Chambers+Hastie:1992, author = {John M. Chambers and Trevor J. Hastie}, title = {Statistical Models in \proglang{S}}, publisher = {Chapman \& Hall}, year = 1992, address = {London} } @Article{repro:Wilkinson+Rogers:1973, author = {G. N. Wilkinson and C. E. Rogers}, title = {Symbolic Description of Factorial Models for Analysis of Variance}, journal = {Applied Statistics}, volume = {22}, pages = {392--399}, year = {1973} } @Article{repro:Zeileis:2006a, author = {Achim Zeileis}, title = {Implementing a Class of Structural Change Tests: An Econometric Computing Approach}, journal = {Computational Statistics \& Data Analysis}, volume = {50}, issue = {11}, pages = {2987--3008}, year = {2006}, doi = {10.1016/j.csda.2005.07.001} } @Article{repro:Nyblom:1989, author = {Jukka Nyblom}, title = {Testing for the Constancy of Parameters Over Time}, journal = {Journal of the American Statistical Association}, year = {1989}, volume = {84}, pages = {223--230} } @Article{repro:Hansen:1992, author = {Bruce E. Hansen}, title = {Testing for Parameter Instability in Linear Models}, journal = {Journal of Policy Modeling}, year = {1992}, volume = {14}, pages = {517--533} } @Book{repro:McCullagh+Nelder:1989, author = {Peter McCullagh and John A. Nelder}, title = {Generalized Linear Models}, edition = {2nd}, year = {1989}, publisher = {Chapman \& Hall}, address = {London} } @Book{repro:McCullagh+Nelder:1983, author = {Peter McCullagh and John A. Nelder}, title = {Generalized Linear Models}, year = {1983}, publisher = {Chapman \& Hall}, address = {London} } @Book{repro:Venables+Ripley:2002, author = {William N. Venables and Brian D. Ripley}, title = {Modern Applied Statistics with \proglang{S}}, edition = {4th}, year = {2002}, publisher = {Springer-Verlag}, address = {New York} } @Article{repro:Sarkar:2002, author = {Deepayan Sarkar}, title = {\pkg{lattice}: An Implementation of Trellis Graphics in \proglang{R}}, journal = {\proglang{R} News}, year = {2002}, volume = {2}, number = {2}, pages = {19--23}, month = {June}, url = {http://CRAN.R-project.org/doc/Rnews/} } @Book{repro:Murrell:2009, author = {Paul Murrell}, title = {Introduction to Data Technologies}, year = {2009}, publisher = {Chapman \& Hall/CRC}, address = {Boca Raton, Florida}, note = {Full book available online at \url{http://www.stat.auckland.ac.nz/~paul/ItDT/}} } @Article{repro:Snell:1997, author = {J. Laurie Snell}, title = {A Conversation with {J}oe {D}oob}, journal = {Statistical Science}, year = {1997}, volume = {12}, number = {4}, pages = {301--311} }