Year: 2006
Type: report
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.
Source: Econstor (Econstor)
Author: Müller, Christian
Institution: Constructor University
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2477422313