我刚刚跑了两百万次回归

I Just Ran Two Million Regressions

American Economic Review · 1997
被引 2331 · 同刊同年前 2%
人大 A+FT50ABS 4*

中文导读

批评极端边界法过于悲观,转而分析整个系数分布,发现许多变量与经济增长有强相关关系。

Abstract

In this paper I try to move away from the Extreme Bounds method of identifying robust empirical relations in the economic growth literature. Instead of analyzing the extreme bounds of the estimates of the coefficient of a particular variable, I analyze the entire distribution. My claim in this paper is that, if we do this, the picture emerging from the empirical growth literature is not the pessimistic Nothing is Robust that we get with the extreme bound analysis. Instead, we find that a substantial number of variables can be found to be strongly related to growth.

经济增长实证稳健性检验变量分布回归分析