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When are inferences too fragile to be believed?

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  • John Aldrich

Abstract

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.

Suggested Citation

  • John Aldrich, 2006. "When are inferences too fragile to be believed?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 161-177.
  • Handle: RePEc:taf:jecmet:v:13:y:2006:i:2:p:161-177
    DOI: 10.1080/13501780600730653
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    References listed on IDEAS

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    Cited by:

    1. Capolupo, Rosa, 2009. "The New Growth Theories and Their Empirics after Twenty Years," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-72.
    2. Zeaiter, Hussein & El-Khalil, Raed, 2016. "Extreme bounds of sovereign defaults: Evidence from the MENA region," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 391-410.

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    Keywords

    sensitivity; robustness; fragility;

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