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.
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
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...
評分书是一本好书,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...
評分本书出色的将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
評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...
評分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...
雖然說我也喜歡道格拉斯亞當斯,但是用這本書學計量的確不太適應。因為缺乏技術細節,在證明和推理方麵看得一頭霧水。教授還容易把各種角標寫錯,這種都基於experiment的角度,真的令人費解。
评分覺得因果推斷都是僞科學怎麼辦
评分深受廣大沒有紮實計量理論但又迫切需要做EMPIRICAL的人的追捧……理論計量方嚮的銅鞋們就彆浪費時間瞭……當年年輕不懂事,上瞭這門課,越讀功力越退步,差一點走火入魔……要能給個負的評價,我一定給……
评分非技術派,也沒看太多的計量書,MHE算是我看過的最受用的瞭!
评分非常適閤我這種渣渣的數學手冊,並且身為一個外行,我覺得你們這群搞經濟學的人吧,用計量就用瞭,理論計量就不必搞瞭,理論計量不就是統計學麼,那麼多統計學傢也不是吃白飯的啊。。。
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