Mostly Harmless Econometrics: An Empiricist's Companion
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- Synopsis
- From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an irreverent guide to the essentials of econometricsThe 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 essentialsA focus on tools that applied researchers use mostChapters on regression-discontinuity designs, quantile regression, and standard errorsMany empirical examplesA clear and concise resource with wide applications
- Copyright:
- 2009
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 392 Pages
- ISBN-13:
- 9781400829828
- Related ISBNs:
- 9780691120355, 9780691120348
- Publisher:
- Princeton University Press
- Date of Addition:
- 07/19/24
- Copyrighted By:
- Princeton University Press
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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- by Joshua D. Angrist
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- in Nonfiction
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- in Mathematics and Statistics