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Interaction effects in econometrics

  • Balli, Hatice Ozer
  • Sorensen, Bent E.

We provide practical advice for applied economists regarding robust specification and interpretation of linear regression models with interaction terms. We replicate a number of prominent published results using interaction effects and examine if they are robust to reasonable specification permutations.

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File URL: http://mpra.ub.uni-muenchen.de/38608/1/MPRA_paper_38608.pdf
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 38608.

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Date of creation: 10 Apr 2012
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Handle: RePEc:pra:mprapa:38608
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  1. Rajan, Raghuram G & Zingales, Luigi, 1998. "Financial Dependence and Growth," American Economic Review, American Economic Association, vol. 88(3), pages 559-86, June.
  2. Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1998. "Law and Finance," Journal of Political Economy, University of Chicago Press, vol. 106(6), pages 1113-1155, December.
  3. Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert Vishny, 1999. "Investor Protection and Corporate Valuation," Harvard Institute of Economic Research Working Papers 1882, Harvard - Institute of Economic Research.
  4. Spilimbergo, Antonio, 2006. "Democracy and Foreign Education," CEPR Discussion Papers 5934, C.E.P.R. Discussion Papers.
  5. Braumoeller, Bear F., 2004. "Hypothesis Testing and Multiplicative Interaction Terms," International Organization, Cambridge University Press, vol. 58(04), pages 807-820, October.
  6. Gerard Caprio & Luc Laeven & Ross Levine, 2003. "Governance and Bank Valuation," NBER Working Papers 10158, National Bureau of Economic Research, Inc.
  7. Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2004. "Investor Protection, Optimal Incentives, and Economic Growth," The Quarterly Journal of Economics, MIT Press, vol. 119(3), pages 1131-1175, August.
  8. Rajan, Raghuram G. & Zingales, Luigi, 2003. "The great reversals: the politics of financial development in the twentieth century," Journal of Financial Economics, Elsevier, vol. 69(1), pages 5-50, July.
  9. Stephen Knack & Philip Keefer, 1995. "Institutions And Economic Performance: Cross-Country Tests Using Alternative Institutional Measures," Economics and Politics, Wiley Blackwell, vol. 7(3), pages 207-227, November.
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  1. Interaction effects in econometrics (EE 2013) in ReplicationWiki

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