I Didn't Run a Single Regression

Swiss Institute for Business Cycle Research (KOF) Working Paper No. 128

13 Pages Posted: 8 Feb 2006

Date Written: February 2006

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

JEL Classification: C50

Suggested Citation

Müller-Kademann, Christian, I Didn't Run a Single Regression (February 2006). Swiss Institute for Business Cycle Research (KOF) Working Paper No. 128, Available at SSRN: https://ssrn.com/abstract=881717 or http://dx.doi.org/10.2139/ssrn.881717

Christian Müller-Kademann (Contact Author)

Jacobs University

Campus Ring 1
Research V, Room 40
Bremen, 28759
Germany

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