Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/50833
Authors: 
Müller, Christian
Year of Publication: 
2006
Series/Report no.: 
Arbeitspapiere // Konjunkturforschungsstelle, Eidgenössische Technische Hochschule Zürich 128
Abstract: 
Growth regression economics are haunted by the fact that results are easily overthrown by regressing alternative model specifications. Recent research therefore aims at obtaining robust regression results by systematically running multiple models and picking surviving variables. This note shows that a very popular of these approaches, the robust regression due to Sala-i-Martin (1997) very likely leads to inconsistent conclusions but may be remedied by refining the testimation algorithm. To that aim I do not need to run a single regression.
Subjects: 
robust estimation
growth regression
JEL: 
C50
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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