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.
|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-whang||Yes||link to article||Yes|
|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.||fernholz||Yes||NA||Yes||Authors 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-ragusa||Yes||link to article||Yes|
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.