Reproducible Research and Literate Programming in Econometrics

About a year and a half ago Rob Hicks wrote an interesting post on bringing literate programming and reproducible research methods to Econometrics. Hicks works mostly in Python and Matlab but also sometimes needs Strata and R. When he began looking for some software to make research and writing easier, he had pretty simple requirements: being able to handle LaTeX (including graphics and math), supporting both Python and Matlab, and being able to publish his results in PDF or HTML.

Of course, once he began investigating, his list grew. Most of the new items were concerned with supporting additional programming languages and with being able to easily produce (at least an almost) submission-ready manuscript. You can check his post for his final list of requirements.

Hicks considered four possible solutions:

  1. Strata with Markdoc
  2. R with Markdown
  3. Jupyter Notebook
  4. Org Mode

He includes three tables that summarize his results.

No one reading this will be surprised that he chose Org mode as his solution. It’s unmatched at producing great documents and packages such as John Kitchin’s Org-Ref make manuscript preparation much easier. It also supports nearly every language and—although Hicks doesn’t mention it—it’s easy to add others.

Most of us, of course, aren’t doing research in Econometrics but Hick’s results are applicable to a large number of fields and it’s well worth taking a look to see if his results are applicable to yours.

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