Reproducible Research in R

 

Introduction:

Inspired by the article published by Zimmermann (2015) “On the Need for a Replication Journal” i decided to create a list of articles from the Journal of Applied Econometrics that had reproducible data and code in R. The reason for doing this is that one always tries to read research papers but stumbles on the question how do i apply the model or how and why did the authors do this?

Sometimes the paper is too quantitative or the data is not available or may be the code is too complicated to write. However, if data, code and the article is present one can understand how the author has approached the issue or problem, how the equations were derived,  how the authors went from equations to actual R code, how the raw data was transformed to final outputs presented.

My only aim here is to encourage readers to learn R in a different setting. One where we replicate the authors results and understand the theory or the message they are trying to put across.

I have not tried to replicate these articles but if i do i will definitely put in a note. If the readers have any issues accessing the links the best place to contact is the Journal as i  am just a messenger here.

ArticleLinkDataArticle linkCodeComments
Sokbae Lee, Ryo Okui, and Yoon-Jae Whang, "Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function", Journal of Applied Econometrics, Vol. 32, No. 7, 2017, pp. 1207-1225.lee-okui-whangYeslink to articleYes
Ricardo T. Fernholz, "Nonparametric Methods and Local-Time-Based Estimation for Dynamic Power Law Distributions", Journal of Applied Econometrics, Vol. 32, No. 7, 2017, pp. 1244-1260.fernholzYesNAYesAuthors Website

Carlo Altavilla, Raffaella Giacomini, and Giuseppe Ragusa, "Anchoring the Yield Curve Using Survey Expectations", Journal of Applied Econometrics, Vol. 32, No. 6, 2017, pp. 1055-1068.
altavilla-giacomini-ragusaYeslink to articleYes
"Economic Transition and Growth -- A Replication", Journal of Applied Econometrics, Vol. 32, No. 5, 2017, pp. 1039-1042schnurbus-haupt-meierYesNAYes
Javier Gardeazabal and Ainhoa Vega-Bayo, "An Empirical Comparison Between the Synthetic Control Method and Hsiao et al.'s Panel Data Approach to Program Evaluation", Journal of Applied Econometrics, Vol. 32, No. 5, 2017, pp. 983-1002gardeazabal-vega-bayoYesNAYes
Chi-Yang Chu, Daniel J. Henderson, and Le Wang, "The Robust Relationship between US Food Aid and Civil Conflict", Journal of Applied Econometrics, Vol 32, No. 5, 2017, 1027-1032.chu-henderson-wangYesNAYes


Adam Nowak and Patrick Smith, "Textual Analysis in Real Estate", Journal of Applied Econometrics, Vol. 32, No. 4, 2017, pp. 896-918.
nowak-smithYesNAYes
Luiz Lima and Fanning Meng, "Out-of-Sample Return Predictability: A Quantile Regression Approach", Journal of Applied Econometrics, Vol. 32, No. 4, 2017, pp. 877-895.lima-mengYeslink to articleYes
Christophe Gouel and Nicolas Legrand, "Estimating the Competitive Storage Model with Trending Commodity Prices", Journal of Applied Econometrics, Vol. 32, No. 4, 2017, pp. 744-763.gouel-legrandYesNAYes
Matthieu Droumaguet, Anders Warne, Tomasz Woźniak, "Granger Causality and Regime Inference in Markov-Switching VAR Models with Bayesian Methods", Journal of Applied Econometrics, Vol. 32, No. 4, 2017, pp. 802-818.droumaguet-et-alYesNAYes
Jiaying Gu and Roger Koenker, "Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data", Journal of Applied Econometrics, Vol. 32, No. 3, 2017, pp. 575-599.gu-koenkerYesNAYes


Alexander Lundberg, Kim P. Huynh, and David T. Jacho-Chavez, "Income and Democracy: A Smooth Varying Coefficient Redux", Journal of Applied Econometrics, Vol. 32, No. 3, 2017, pp. 719-724
lundberg-huynh-jacho-chavezYesNAYes


Ossama Elshiewy, German Zenetti, and Yasemin Boztug, "Differences between Classical and Bayesian Estimates for Mixed Logit Models -- A Replication Study," Journal of Applied Econometrics, Vol. 32, No. 2, 2017, pp. 470-476
elshiewy-zenetti-boztugYesNAYes
Giovanni Millo, "Narrow Replication of 'A Spatio-Temporal Model of House Prices in the USA' Using R", Journal of Applied Econometrics, Vol. 30, No. 4, 2015, pp. 703-704.milloYesNAYes
Shujie Ma, Jeffrey S. Racine, and Lijian Yang, "Spline Regression in the Presence of Categorical Predictors", Journal of Applied Econometrics, Vol. 30, No. 5, 2015, pp. 705-717ma-racine-yangYesNAYes
Martin Becker and Stefan Kloessner, "Estimating the Economic Costs of Organized Crime By Synthetic Control Methods", Journal of Applied Econometrics, Vol. 32, No. 7, 2017, pp. 1367-1369.becker-kloessnerYesNAYes


Felix Ward, "Spotting the Danger Zone: Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors", Journal of Applied Econometrics, Vol. 32, No. 2, 2017, pp. 359-378.
wardYesNAYes

I am updating this list as and when i get more information. It would be great if you can post a comment in case you find additional information regarding the articles ( presentation slides, working papers etc.), authors (authors website, blog or twitter handle), or similar research and i can update this in the comments column of this table.

References:

  1. Zimmermann, Christian, 2015. “On the Need for a Replication Journal,” Working Papers 2015-16, Federal Reserve Bank of St. Louis.

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