Many empirical papers in economics do have a separate section for robustness analysis after the main estimation which might be the use of another estimator or perhaps using new sets of variables. The questions that follows this is, how do researcher choose the appropriate robustness estimator after the main analysis, what is the implications of differing result between the main estimator and robust estimator.
Dear Hamid Muili,
I suggest you to see links and attached files on topic.
https://www.nickchk.com/robustness.html
https://www.sciencedirect.com/topics/economics-econometrics-and-finance/robustness
https://www.sciencedirect.com/science/article/abs/pii/S0304407613001668
https://www.hindawi.com/journals/mpe/2021/6525079/
http://faculty.smu.edu/millimet/aie.html
https://www.jstor.org/stable/44133958
https://www.economics.uci.edu/files/docs/micro/s11/white.pdf
Article Metastudies for robust tests of theory
Best regards
Dear Hamid,
I would like to suggest below articles
Article Robustness Analysis
https://repository.upenn.edu/cgi/viewcontent.cgi?article=1003&context=philosophy_papers
Best regards,
Kasun
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