I Didn't Run a Single Regression

Christian Mueller

No 06-128, KOF Working papers from KOF Swiss Economic Institute, ETH Zurich

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.

Keywords: Robust estimation; Growth regression (search for similar items in EconPapers)
Pages: 11 pages
Date: 2006-02
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:kof:wpskof:06-128

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