Replicação em economia

John Cochrane soltou um post bacana sobre replicação em economia. Vale a pena conferir.

On replication in economics. Just in time for bar-room discussions at the annual meetings.

“I have a truly marvelous demonstration of this proposition which this margin is too narrow to contain.” -Fermat

“I have a truly marvelous regression result, but I can’t show you the data and won’t even show you the computer program that produced the result” – Typical paper in economics and finance.

The problem 

Science demands transparency. Yet much research in economics and finance uses secret data. The journals publish results and conclusions, but the data and sometimes even the programs are not available for review or inspection.  Replication, even just checking what the author(s) did given their data, is getting harder.

Quite often, when one digs in, empirical results are nowhere near as strong as the papers make them out to be.

I have seen many examples of these problems, in papers published in top journals. Many facts that you think are facts are not facts. Yet as more and more papers use secret data, it’s getting harder and harder to know.

The solution is pretty obvious: to be considered peer-reviewed “scientific” research, authors should post their programs and data. If the world cannot see your lab methods, you have an anecdote, an undocumented claim, you don’t have research. An empirical paper without data and programs is like a theoretical paper without proofs.

(continue lendo no blog do Cochrane)

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