作者：JoshuaD.Angrist/Jörn-SteffenPischke
出版社：PrincetonUniversityPress
副标题：AnEmpiricist’sCompanion
出版年：2009-1-4
页数：392
定价：$35.00
装帧：Hardcover
ISBN：9780691120348
内容简介
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The core methods in today’s econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arrested? How much does education raise wages? Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak.
In addition to econometric essentials, Mostly Harmless Econometrics covers important new extensions–regression-discontinuity designs and quantile regression–as well as how to get standard errors right. Joshua Angrist and Jörn-Steffen Pischke explain why fancier econometric techniques are typically unnecessary and even dangerous. The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social science.
* An irreverent review of econometric essentials
* A focus on tools that applied researchers use most
* Chapters on regression-discontinuity designs, quantile regression, and standard errors
* Many empirical examples
* A clear and concise resource with wide applications
作者简介
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Joshua D. Angrist is professor of economics at the Massachusetts Institute of Technology. Jörn-Steffen Pischke is professor of economics at the London School of Economics and Political Science.
目录
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http://www.mostlyharmlesseconometrics.com/
评论 ······
？我为什么会读过这本书……
“Natural, quasi-, and computational experiments, as well as regression
discontinuity design (RDD), can all, when well applied, be useful, but none are
panaceas. This essay by Angrist and Pischke, in i…
想做Field Experiment的可以读读，非常有参考价值。但如果手头只有observational data的，看这本书估计没什么用……
非时序微观计量经济学入坑神作。21世纪的伍德里奇。
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