Journal
AMERICAN ECONOMIC JOURNAL-APPLIED ECONOMICS
Volume 8, Issue 1, Pages 1-32Publisher
AMER ECONOMIC ASSOC
DOI: 10.1257/app.20150044
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Funding
- Fonds de Recherche du Quebec-Societe et Culture (FQRSC)
- Social Sciences and Humanities Research Council (SSHRC)
- Region Ile-de-France
- European Research Council under the European Union's Seventh Framework Programme (FP7)/ERC [241114]
- PSE Research Fund
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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.
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