Munich Personal RePEc Archive

Interaction effects in econometrics

Balli, Hatice Ozer and Sorensen, Bent E. (2012): Interaction effects in econometrics. Forthcoming in: Empirical Economics

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Abstract

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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