Mostly harmless econometrics : an empiricist's companion
by [Angrist, Joshua David.]; [Pischke, Jörn-Steffen.].
Material type:
BookPublisher: Princeton : Princeton University Press, c2009Description: xiii, 373 p. : |a xii ill. ; 22 cm.ISBN: 9780691120348 (hardcover : alk. paper).Subject(s): -- Regression analysisOnline resources: Table of contents only
| Item type | Location | Call number | Status | Date due |
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Books
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Epoka University Library
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HB139. A54 2009 (Browse shelf) | Available |
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| HB 137 .B37 2006 Statistics for economics, accounting, and business studies / | HB 139 .A35 2003 Advances in economics and econometrics : | HB 139 .A35 2006 Advances in economics and econometrics : | HB139. A54 2009 Mostly harmless econometrics : | HB 139 .A74 2003 Panel data econometrics / | HB 139 .D69 2010 Introduction to econometrics / | HB 139 .F38 2001 Applied macroeconometrics / |
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
Includes bibliographical references (p. [339]-359) and index.
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