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

评分

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...  

评分

本书出色的将OLS,DID, IV, Matching method,Panel data,IV等计量问题进行了阐释;主要解决了random sample的问题,通过准试验等方法,或者CIA.所以这是作者的突出贡献,解决了self-selection and deal with endogenous problem  

评分

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...  

评分

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...  

评分

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...  

用户评价

评分

教科书。随身携带

评分

觉得因果推断都是伪科学怎么办

评分

暑假的必读,之后依旧要反复读

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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

评分

觉得因果推断都是伪科学怎么办

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