作者:
Joshua D. Angrist
/
Jörn-Steffen Pischke 出版社: Princeton University Press 副标题: The Path from Cause to Effect 出版年: 2014-12-21 页数: 304 定价: USD 35.00 装帧: Hardcover ISBN: 9780691152844
Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu–themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is excitin...
Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu–themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is exciting and useful.
The five most valuable econometric methods, or what the authors call the Furious Five--random assignment, regression, instrumental variables, regression discontinuity designs, and differences in differences--are illustrated through well-crafted real-world examples (vetted for awesomeness by Kung Fu Panda's Jade Palace). Does health insurance make you healthier? Randomized experiments provide answers. Are expensive private colleges and selective public high schools better than more pedestrian institutions? Regression analysis and a regression discontinuity design reveal the surprising truth. When private banks teeter, and depositors take their money and run, should central banks step in to save them? Differences-in-differences analysis of a Depression-era banking crisis offers a response. Could arresting O. J. Simpson have saved his ex-wife's life? Instrumental variables methods instruct law enforcement authorities in how best to respond to domestic abuse.
Wielding econometric tools with skill and confidence, Mastering 'Metrics uses data and statistics to illuminate the path from cause to effect.
Shows why econometrics is important
Explains econometric research through humorous and accessible discussion
Outlines empirical methods central to modern econometric practice
Works through interesting and relevant real-world examples
作者简介
· · · · · ·
Joshua D. Angrist is the Ford 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. They are the authors of Mostly Harmless Econometrics.
目录
· · · · · ·
TABLE OF CONTENTS:
List of Figures vii
List of Tables ix
Introduction xi
1 Randomized Trials 1
1.1 In Sickness and in Health (Insurance) 1
· · · · · ·
(更多)
TABLE OF CONTENTS:
List of Figures vii
List of Tables ix
Introduction xi
1 Randomized Trials 1
1.1 In Sickness and in Health (Insurance) 1
1.2 The Oregon Trail 24
Masters of 'Metrics: From Daniel to R. A. Fisher 30
Appendix: Mastering Inference 33
2 Regression 47
2.1 A Tale of Two Colleges 47
2.2 Make Me a Match, Run Me a Regression 55
2.3 Ceteris Paribus? 68
Masters of 'Metrics: Galton and Yule 79
Appendix: Regression Theory 82
3 Instrumental Variables 98
3.1 The Charter Conundrum 99
3.2 Abuse Busters 115
3.3 The Population Bomb 123
Masters of 'Metrics: The Remarkable Wrights 139
Appendix: IV Theory 142
4 Regression Discontinuity Designs 147
4.1 Birthdays and Funerals 148
4.2 The Elite Illusion 164
Masters of 'Metrics: Donald Campbell 175
5 Differences-in-Differences 178
5.1 A Mississippi Experiment 178
5.2 Drink, Drank, . . . 191
Masters of 'Metrics: John Snow 204
Appendix: Standard Errors for Regression DD 205
6 The Wages of Schooling 209
6.1 Schooling, Experience, and Earnings 209
6.2 Twins Double the Fun 217
6.3 Econometricians Are Known by Their . . . Instruments 223
6.4 Rustling Sheepskin in the Lone Star State 235
Appendix: Bias from Measurement Error 240
Abbreviations and Acronyms 245
Empirical Notes 249
Acknowledgments 269
Index 271
· · · · · · (收起)
I am a dynamic figure, often seen scaling walls and crushing ice. I cook thirty-minute brownies in twenty minutes. I am an expert in stucco, a veteran in love, and an outlaw in Peru. On Wednesdays, after school, I repair electrical appliances free of charge.
I am an abstract artist, a concrete analyst, and a ruthless bookie. I wave, dodge, and frolic, yet my bills are all paid. I have won bullfights in San Juan, cliff-diving competitions in Sri Lanka, and spelling bees at the Kremlin. I have played Hamlet, I have performed open-heart surgery, and I have spoken with Elvis.
But I have not yet gone to college. (查看原文)
researchers change the causal variables of interest (say, the availability of college financial aid) for a group selected using something like a coin toss. (查看原文)
用TA的话讲这本书是baby version of mostly harmless econometrics，内容涵盖randomrized expreiments，regression，IV，RD，DID，重intuition轻数学推导（也可以说是没有），喜欢先从intuition讲起的计量，可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
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pingeekk
Ivan
格致出版社2019版
0 有用 NowhereToYura 2018-06-26 16:09:59
我是reduce-form的拥趸！（#啊做梦都好想上安神的计量课
1 有用 虎称帝 2015-09-01 00:09:11
...感觉白痴了点，不过讲例子还比教科书有趣些，多谢insight也好
0 有用 方翌凌 2023-02-14 00:59:06 英国
上课教材，陆陆续续读完了，真的很简单易懂！
0 有用 Foodsgerald 2024-05-06 13:30:29 美国
统计basics + 重economic intuition。用感性的社会观察去赋能科学的、现代的方法论，是经济学最有魅力的地方吧。
0 有用 Lyndos Tversky 2017-05-02 00:07:00
还行，baby Angrist
0 有用 Foodsgerald 2024-05-06 13:30:29 美国
统计basics + 重economic intuition。用感性的社会观察去赋能科学的、现代的方法论，是经济学最有魅力的地方吧。
0 有用 633 2023-11-25 22:05:03 英国
很棒的介绍，可读性特别强。causal inference和econometrics的入门书。对于政治科学和量化社会学可以说是读完就可以上手了。
0 有用 翼之歌 2023-04-29 18:12:12 中国香港
最好的因果关系入门书籍
0 有用 YangWSD 2023-04-11 09:42:57 广东
可も不可もなく、とても普通。作为计量经济学一般教养类书籍，此书强调了两点，一是作为比较的ceteris paribus的重要性。二是违背这一假定的selection bias。当然，学过基本计量经济学的学生都知道，计量经济学或者除此之外的多变量解析所关心的问题比这些大得多。虽然causal inference始终是社会科学最重要的问题之一。此书覆盖的内容，除去断点回归式，其实Wooldridge的... 可も不可もなく、とても普通。作为计量经济学一般教养类书籍，此书强调了两点，一是作为比较的ceteris paribus的重要性。二是违背这一假定的selection bias。当然，学过基本计量经济学的学生都知道，计量经济学或者除此之外的多变量解析所关心的问题比这些大得多。虽然causal inference始终是社会科学最重要的问题之一。此书覆盖的内容，除去断点回归式，其实Wooldridge的教程大部分也已经涉及。并且更加专业化一点。学习计量，根本来说，还是要打好统计学，线性代数的基础同时，广泛地学习各种类型的手法才好。 (展开)
0 有用 克洛伊木马 2023-02-22 03:00:50 美国
又读了一遍当年把我从经济嚯嚯去学统计的书，看自己以前划的线都是什么东西啊😂😂😂看书的时候满脑子都是去年读的causal inference h讲iv的那章全篇都在批iv🤣给五分致敬一下 感觉这本书的难度已经满足不了我的需求了🥲