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Star Wars: The Empirics Strike Back

Abel Brodeur, Mathias Lé (), Marc Sangnier () and Yanos Zylberberg ()

American Economic Journal: Applied Economics, 2016, vol. 8, issue 1, 1-32

Abstract: Using 50,000 tests published in the AER, JPE, and QJE, we identify a residual in the distribution of tests that cannot be explained solely by journals favoring rejection of the null hypothesis. We observe a two-humped camel shape with missing p-values between 0.25 and 0.10 that can be retrieved just after the 0.05 threshold and represent 10-20 percent of marginally rejected tests. Our interpretation is that researchers inflate the value of just-rejected tests by choosing "significant" specifications. We propose a method to measure this residual and describe how it varies by article and author characteristics. (JEL A11, C13)

JEL-codes: A11 C13 (search for similar items in EconPapers)
Date: 2016
Note: DOI: 10.1257/app.20150044
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Working Paper: Star Wars: The Empirics Strike Back (2016)
Working Paper: Star Wars: The Empirics Strike Back (2016)
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