Article Replication

[donihue]

Tom Doan at Estima (WinRATS) has been doing an extraordinarily helpful job by posting on the WinRATS forum "own-rolled" (to use Gareth's term) code to replicate the results from a number of recent (and some not-so-recent, but classic) journal articles which have become "standards" among practitioners. Gareth and Glenn here have also been adding very useful programmes for EViews. But these programmes are not often couched in terms of replicating the results from journal articles. In my view, replication is not only a key component of the verification of results, but also one of the best ways for the user to understand exactly what is going on in the estimation, and how. So my little suggestion would be that Gareth and Glenn start an "article replication" section on this extremely useful forum. A good beginning would just be to "replicate" the replications in Tom Doan's forum ...

Regards
Donihue