 Star Wars: The Empirics Strike BackAbel Brodeur, Mathias Lé, Marc Sangnier and Yanos Zylberberg PSE-Ecole d'économie de Paris (Postprint) from HAL 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. Date: 2016-01 Published in American Economic Journal: Applied Economics, 2016, 8 (1), pp.1-32. ⟨10.1257/app.20150044⟩ There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:hal:pseptp:hal-01447851 DOI: 10.1257/app.20150044 Access Statistics for this paper More papers in PSE-Ecole d'économie de Paris (Postprint) from HAL |
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