Oh no! I got the wrong sign! What should I do?'

被引:26
作者
Kennedy, PE [1 ]
机构
[1] Simon Fraser Univ, Burnaby, BC V5A 1S6, Canada
关键词
data mining; false significance; misspecification;
D O I
10.3200/JECE.36.1.77-92
中图分类号
F [经济];
学科分类号
02 ;
摘要
Getting a "wrong" sign in empirical work is a common phenomenon. Remarkably, econometrics textbooks provide very little information to practitioners on how this problem can arise. The author exposits a long list of ways in which a wrong sign can occur and how it might be corrected.
引用
收藏
页码:77 / 92
页数:16
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