Mostly Harmless Econometrics: An Empiricist's Companion - Brossura

Angrist, Joahua D.; Pischke, Jorn-steffen

Brossura

ISBN 10: 0691120358 ISBN 13: 9780691120355

Casa editrice: Princeton Univ Pr, 2009

Riassunto

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

Su questo libro

Recensione:

"A quirky and thought-provoking read for any budding econometrician. . . . Insightful and refreshing." --James Davidson, Times Higher Education

"I'd recommend it to the entire range of empirical economists, from those still in training to those who, like me, have only a hazy memory of statistical theory and stick to our tried and tested methods of estimation . . . an excellent guide to how to do basic regression/IV/panel data estimation really well. In particular, it demonstrates through many examples how to bring about a happy marriage between one's underlying model and the data which might or might not confirm the researcher's hypotheses." --Diane Coyle, The Enlightened Economist Blog

"The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social sciences." --Pavel Stoynov, Zentralblatt MATH

"[T]he matter covered in the book is surely of interest to most agricultural economists. Even if it is not a complete overview of existing econometric research methods, it certainly contains a good deal of hands on advice driven by years of experience." --European Review of Agricultural Economics

"This book is an extremely thought-provoking contribution to the literature. It champions a different paradigm to that characterising most econometrics texts and does so with considerable (idiosyncratic) style and grace. Highly recommended!" --David Harris and Christopher L. Skeels, Economic Record

L'autore:

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.

Su questa edizione

• Editore: Princeton Univ Pr
• Data di pubblicazione: 2009
• ISBN 10: 0691120358
• ISBN 13: 9780691120355
• Rilegatura: Copertina flessibile
• Numero di pagine: 371