Mostly Harmless Econometrics

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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.

出版者:Princeton University Press
作者:Joshua D. Angrist
出品人:
页数:392
译者:
出版时间:2009-1-4
价格:$35.00
装帧:Hardcover
isbn号码:9780691120348
丛书系列:
图书标签:
  • Econometrics 
  • 经济学 
  • 计量经济学 
  • 计量 
  • 经典计量教材系列 
  • 经济 
  • Angrist 
  • 方法 
  •  
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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

具体描述

读后感

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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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书是一本好书,但是翻译得太糟糕了。抛开翻译要求信达雅不提,光是简单的公式抄写的错误就很多,看了10页发现了3处错误,而且每处都是对于理解推导过程有用的。还好有英文版的可以对照看,不然的话白白浪费很多时间。 建议如果英语水平不是太差的话,还是去看原版书吧,这个版...  

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这本书的作者注定很会操作,爱他的人超多,但我相信,和我一样对这本书极其不肖的也大有人在…… 当年年轻无知,上了门类似APPLIED ECONOMETRIC的课,教材就是这本……看了AMAZON上的评语,一心满心期待,书拿到之后,几个晚上就翻了一遍(作为计量的教材书来说,这本太不严肃...

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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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适合做研究的人使用,不适合初学者。 适合做reduced form的人用,这是目前集大成的指南。 对OLS和IV,从方法论到各种应用,讲解极为详细。本书一个很重要的核心观念,就是把所有目前流行的带实验色彩的估计方法,全部放在回归的框架中分析和讨论,包括DID,DD, MATCHING。 没...  

用户评价

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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!

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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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觉得因果推断都是伪科学怎么办

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大爱此书。书本身写得好,而且作者显然也是银河系漫游指南的粉 <3 <3

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暑假的必读,之后依旧要反复读

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