When are inferences too fragile to be believed?

Journal of Economic Methodology 13 (2):161-177 (2006)
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.
Keywords No keywords specified (fix it)
Categories (categorize this paper)
Options
 Save to my reading list
Follow the author(s)
My bibliography
Export citation
Find it on Scholar
Edit this record
Mark as duplicate
Revision history Request removal from index
 
Download options
PhilPapers Archive


Upload a copy of this paper     Check publisher's policy on self-archival     Papers currently archived: 10,612
External links
Setup an account with your affiliations in order to access resources via your University's proxy server
Configure custom proxy (use this if your affiliation does not provide a proxy)
Through your library
References found in this work BETA

No references found.

Citations of this work BETA
Similar books and articles
Jim Woodward (2006). Some Varieties of Robustness. Journal of Economic Methodology 13 (2):219-240.
Gary Hatfield (1984). Spatial Perception and Geometry in Kant and Helmholtz. PSA: Proceedings of the Biennial Meeting of the Philosophy of Science Association 1984:569 - 587.
Steven Cook (2003). A Kuhnian Perspective on Econometric Methodology. Journal of Economic Methodology 10 (1):59-78.
Curtis Franks (2009). The Gödelian Inferences. History and Philosophy of Logic 30 (3):241-256.
Analytics

Monthly downloads

Added to index

2012-02-20

Total downloads

8 ( #168,005 of 1,098,412 )

Recent downloads (6 months)

6 ( #42,826 of 1,098,412 )

How can I increase my downloads?

My notes
Sign in to use this feature


Discussion
Start a new thread
Order:
There  are no threads in this forum
Nothing in this forum yet.