Generalized Robustness Test: Coefficient Stability across Causal Specifications


This project focuses on the exercise of comparing coefficients across regression specifications, broadly known as robustness checks, a very popular tool in applied economic research. The econometric literature has proposed to formalize this coefficient stability exercise in linear models by turning robustness checks into a robustness test. Unfortunately, for available procedures, a rejection in their proposed test may be due to either a failure in the notion of robustness or to a failure of the linearity of the model, making the robustness test non-specific. I bypass this difficulty by proposing a semi-parametric test based on linear sieve estimators that allows for non-linearity and is specific to testing the coefficient stability.

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Pietro Emilio Spini
Pietro Emilio Spini
Lecturer (Assistant Professor) in Economics

Welcome to my personal page! I am a Lecturer (Assistant professor) at the University of Bristol, where I started in September 2022. I received my PhD in Economics from the University of California, San Diego. My research focus is in Econometrics and Policy Evaluation. I study how to robustify causal inference procedures against data limitations that typically arise in applied economic research.