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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, 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.
  2. Rafael La Porta & Florencio Lopez-deSilanes & Andrei Shleifer & Robert W. Vishny, 1999. "Investor Protection and Corporate Valuation," NBER Working Papers 7403, National Bureau of Economic Research, Inc.
  3. Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Robert W. Vishny, 1996. "Law and Finance," NBER Working Papers 5661, National Bureau of Economic Research, Inc.
  4. Raghuram G. Rajan & Luigi Zingales, 1996. "Financial Dependence and Growth," NBER Working Papers 5758, National Bureau of Economic Research, Inc.
  5. Braumoeller, Bear F., 2004. "Hypothesis Testing and Multiplicative Interaction Terms," International Organization, Cambridge University Press, vol. 58(04), pages 807-820, October.
  6. Caprio, Gerard & Laeven, Luc & Levine, Ross, 2004. "Governance and bank valuation," Policy Research Working Paper Series 3202, The World Bank.
  7. 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.
  8. Antonio Spilimbergo, 2007. "Democracy and Foreign Education," IMF Working Papers 07/51, International Monetary Fund.
  9. 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.
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  1. Interaction effects in econometrics (EE 2013) in ReplicationWiki

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