EconStor >
Eidgenössische Technische Hochschule (ETH) Zürich >
KOF Konjunkturforschungsstelle, ETH Zürich >
KOF Working Papers, KOF Konjunkturforschungsstelle, ETH Zürich >

Please use this identifier to cite or link to this item:
Title:I didn't run a single regression PDF Logo
Authors:Müller, Christian
Issue Date: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
Persistent Identifier of the first edition:doi:10.3929/ethz-a-005118441
Document Type:Working Paper
Appears in Collections:KOF Working Papers, KOF Konjunkturforschungsstelle, ETH Zürich

Files in This Item:
File Description SizeFormat
508854954.pdf99.59 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.