I didn't run a single regression

Arbeitspapier

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.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: KOF Working Papers ; No. 128

Classification and Topics

• Classification: Wirtschaft ; Econometric Modeling: General
• Subject: robust estimation ; growth regression ; Wirtschaftswachstum ; Regression ; Schätztheorie

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Müller, Christian
• Event: Veröffentlichung
• (who): ETH Zurich, KOF Swiss Economic Institute
• (where): Zurich
• (when): 2006

Further information

• DOI: doi:10.3929/ethz-a-005118441
• Handle: http://hdl.handle.net/10419/50833
• Last update: 10.03.2025, 11:44 AM CET