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Replication data for: Star Wars: The Empirics Strike Back

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ICPSR2016-01-01 更新2026-04-16 收录
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https://www.openicpsr.org/openicpsr/project/113633/version/V1/view?path=/openicpsr/113633/fcr:versions/V1/brodeur_le_sangnier_zylberberg_replication/Data/Final/final_stars_supp.dta&type=file
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Using 50,000 tests published in the AER, JPE, and QJE, we identify a residual in the distribution of tests that cannot be explained solely by journals favoring rejection of the null hypothesis. We observe a two-humped camel shape with missing p-values between 0.25 and 0.10 that can be retrieved just after the 0.05 threshold and represent 10-20 percent of marginally rejected tests. Our interpretation is that researchers inflate the value of just-rejected tests by choosing "significant" specifications. We propose a method to measure this residual and describe how it varies by article and author characteristics. (JEL A11, C13)
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2016-01-01
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