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 wif...
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
· · · · · ·
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.
(i) the intimate connection between the population regression function and the conditional expectation function
(ii) how and why regression coeffcients change as covariates are added or removed from the model
(iii) the close link between regression and other "control strategies" such as matching
(iv) the sampling distribution of regression estimates (查看原文)
"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..."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 its enthusiasm for some real accomplishments in certain subfields of economics, makes overbroad claims for its favored methodologies. "(Sim, 2010)(展开)
比如序的最后一句是： Finally ， in the spirit of Douglas Adams‘s lighthearted serial （The Hitchhiker’s Guide to The Galaxy and Mostly Harmless， among others）from which we draw continued inspiration, our companion may have occasional inaccuracies , bu...
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The DD idea was probably pioneered by physician John Snow (1855), who studied cholera epidemics in London in the mid-nineteenth century. Snow wanted to establish that cholera is transmitted by contaminated drinking water (as opposed to "bad air," the prevai...
(展开)
大黄蜂95号
格致出版社2012版
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苏格拉底大王
格致出版社2012版
3 有用 Larene 2017-11-21 11:42:50
跳着看过不少段落但一直没系统看过一遍（Douglas Adams的小说我都看完了两本= =）用两个月的时间终于从头到尾读了一遍（当然也跳过了一些不常用的章节）。确实非常practical，对FE, DID和se的讨论有常读常新的感觉。
1 有用 旧学新知 2015-07-29 03:54:50
"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... "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 its enthusiasm for some real accomplishments in certain subfields of economics, makes overbroad claims for its favored methodologies. "(Sim, 2010) (展开)
17 有用 狼小左 2011-05-22 06:03:45
写的有趣，但是事实是，哪尼玛有harmless的计量啊！！！！
1 有用 裙角乌拉的凄凉 2015-12-26 00:52:42
适合外行自学或对计量经济学有个大致的了解
1 有用 Miss Coconut 2013-11-07 12:36:23
非技术派，也没看太多的计量书，MHE算是我看过的最受用的了！
0 有用 enilsaniaruot 2024-04-09 06:18:21 加拿大
ECON452 STL
0 有用 虞我何与也 2024-02-16 17:09:10 上海
经典不愧是经典，买了纸质版珍藏
0 有用 一个人吃披萨 2023-06-23 00:42:02 比利时
我是为什么要选Causal Inference 这么课？！后来去听reduced-form的seminars都是抱着听故事的心态了。
0 有用 小十三 2023-05-07 20:30:19 中国香港
读完的第二本专业书，学长推荐的入门教程，有证明没看懂，但大概意思知道了。可能需要反复理解…
0 有用 Madao 2023-04-16 21:41:35 山东
读了多久啊这是 不过真是受益良多 真是太优雅了……