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Improvements to the "replications" vignette #11

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ajaynshah opened this issue Feb 21, 2023 · 0 comments
Open

Improvements to the "replications" vignette #11

ajaynshah opened this issue Feb 21, 2023 · 0 comments

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@ajaynshah
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  1. This is impressive. It is the hallmark of professional software that we do replication of published results and prove that the answers are correct.

  2. For both the replicated results, there is a need to place scanned PNG files of the tables/graphs from the original papers into this file so that, at a glance, the user can see that this is replicated.

  3. What's the "make replicate" equivalent through which the end-user can verify that these test cases work correctly? One needs to manually dput() the required data object and then compare all the values.

  4. There is probably a grammar error at "As the results reported in Table 2 on Page No. 358 in Chen and Siems (2004), we report the 11-day CAR and 6-day CAR. " where we probably want "As with the results".

  5. In both cases, I did not like the look of the replication code. It was too complicated. I feel we need to have native functionality of the package so that such tasks are done readily.

  6. We need more replicated papers.

  7. These two papers cover one use case (daily data, market model adjustment). The package needs to be much more general and cover all kinds of economic data (households, countries, etc.) including non-financial data. The replication of papers also needs to be similarly ambitious.

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