Interaction effects in econometrics

被引：312

作者：

Balli, Hatice Ozer ^{[1
,2
]}

Sorensen, Bent E. ^{[3
,4
]}

机构：

[1] Massey Univ, Sch Econ & Finance, Palmerston North, New Zealand

[2] Suleyman Sah Univ, Istanbul, Turkey

[3] Univ Houston, Dept Econ, Houston, TX USA

[4] CEPR, London, England

来源：

EMPIRICAL ECONOMICS | 2013年 / 45卷 / 01期

关键词：

Non-linear regression; Interaction terms; INVESTOR PROTECTION; VALUATION; GROWTH;

D O I：

10.1007/s00181-012-0604-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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

引用

页码：583 / 603

页数：21

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