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When are inferences too fragile to be believed?

  • John Aldrich
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    The use of sensitivity analysis is routine in some fields of empirical econometrics, although econometric theorists have generally taken a critical attitude towards it. This paper presents a framework in which arguments for and against such analysis can be evaluated. It appears that sensitivity is not necessarily a bad, nor sturdiness necessarily a good.

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    File URL: http://www.tandfonline.com/doi/abs/10.1080/13501780600730653
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    Article provided by Taylor & Francis Journals in its journal Journal of Economic Methodology.

    Volume (Year): 13 (2006)
    Issue (Month): 2 ()
    Pages: 161-177

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    Handle: RePEc:taf:jecmet:v:13:y:2006:i:2:p:161-177
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    1. Aldrich, John, 1994. "Haavelmo's Identification Theory," Econometric Theory, Cambridge University Press, vol. 10(01), pages 198-219, March.
    2. Kevin D. Hoover & Stephen J. Perez, 2004. "Truth and Robustness in Cross-country Growth Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 765-798, December.
    3. Leamer, Edward E & Leonard, Herman B, 1983. "Reporting the Fragility of Regression Estimates," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 306-17, May.
    4. Mayer, Thomas, 1980. "Economics as a Hard Science: Realistic Goal or Wishful Thinking?," Economic Inquiry, Western Economic Association International, vol. 18(2), pages 165-78, April.
    5. Johansen, Soren, 1991. " A Bayesian Perspective on Inference from Macroeconomic Data: Comment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 249-51.
    6. J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
    7. Levine, Ross & Renelt, David, 1991. "A sensitivity analysis of cross-country growth regressions," Policy Research Working Paper Series 609, The World Bank.
    8. Pagan, Adrian, 1987. " Three Econometric Methodologies: A Critical Appraisal," Journal of Economic Surveys, Wiley Blackwell, vol. 1(1), pages 3-24.
    9. Potzelberger, Klaus & Polasek, Wolfgang, 1991. "Robust HPD Regions in Bayesian Regression Models," Econometrica, Econometric Society, vol. 59(6), pages 1581-89, November.
    10. David Hendry & Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers 3, University of Oxford, Department of Economics.
    11. repec:cup:etheor:v:10:y:1994:i:1:p:198-219 is not listed on IDEAS
    12. Jon Faust, 1998. "The robustness of identified VAR conclusions about money," International Finance Discussion Papers 610, Board of Governors of the Federal Reserve System (U.S.).
    13. Jonathan Temple, 1999. "The New Growth Evidence," Journal of Economic Literature, American Economic Association, vol. 37(1), pages 112-156, March.
    14. Faust, Jon, 1998. "The robustness of identified VAR conclusions about money," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 207-244, December.
    15. Cooley, Thomas F & LeRoy, Stephen F, 1981. "Identification and Estimation of Money Demand," American Economic Review, American Economic Association, vol. 71(5), pages 825-44, December.
    16. repec:cup:cbooks:9780521269124 is not listed on IDEAS
    17. Mroz, Thomas A, 1987. "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," Econometrica, Econometric Society, vol. 55(4), pages 765-99, July.
    18. Leamer, Edward E, 1991. " A Bayesian Perspective on Inference from Macroeconomic Data," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 225-48.
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