Joshua D. Angrist is the Ford 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. They are the authors of Mostly Harmless Econometrics.
Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu–themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is exciting and useful.
The five most valuable econometric methods, or what the authors call the Furious Five--random assignment, regression, instrumental variables, regression discontinuity designs, and differences in differences--are illustrated through well-crafted real-world examples (vetted for awesomeness by Kung Fu Panda's Jade Palace). Does health insurance make you healthier? Randomized experiments provide answers. Are expensive private colleges and selective public high schools better than more pedestrian institutions? Regression analysis and a regression discontinuity design reveal the surprising truth. When private banks teeter, and depositors take their money and run, should central banks step in to save them? Differences-in-differences analysis of a Depression-era banking crisis offers a response. Could arresting O. J. Simpson have saved his ex-wife's life? Instrumental variables methods instruct law enforcement authorities in how best to respond to domestic abuse.
Wielding econometric tools with skill and confidence, Mastering 'Metrics uses data and statistics to illuminate the path from cause to effect.
Shows why econometrics is important
Explains econometric research through humorous and accessible discussion
Outlines empirical methods central to modern econometric practice
Works through interesting and relevant real-world examples
發表於2024-12-22
Mastering ’Metrics 2024 pdf epub mobi 電子書 下載
用TA的話講這本書是baby version of mostly harmless econometrics,內容涵蓋randomrized expreiments,regression,IV,RD,DID,重intuition輕數學推導(也可以說是沒有),喜歡先從intuition講起的計量,可以瞭解到計量究竟在研究中發揮怎樣的作用。 本書的核心即為通過建立...
評分P.131: ...a statistically significant reduced-form estimate with no evidence of a corresponding first stage is cause for worry, because this suggests some channel other than the treatment variable links instruments with outcomes. In this spirit, ALS identif...
評分P.131: ...a statistically significant reduced-form estimate with no evidence of a corresponding first stage is cause for worry, because this suggests some channel other than the treatment variable links instruments with outcomes. In this spirit, ALS identif...
評分用TA的話講這本書是baby version of mostly harmless econometrics,內容涵蓋randomrized expreiments,regression,IV,RD,DID,重intuition輕數學推導(也可以說是沒有),喜歡先從intuition講起的計量,可以瞭解到計量究竟在研究中發揮怎樣的作用。 本書的核心即為通過建立...
評分用TA的話講這本書是baby version of mostly harmless econometrics,內容涵蓋randomrized expreiments,regression,IV,RD,DID,重intuition輕數學推導(也可以說是沒有),喜歡先從intuition講起的計量,可以瞭解到計量究竟在研究中發揮怎樣的作用。 本書的核心即為通過建立...
圖書標籤: Econometrics 計量經濟學 經濟學 統計學 英文原版 科學研究 學術方法 econometrics
比harmless要少一些技術的東西,以及mastering的意思是用功夫熊貓功夫梗和類比,真是太可愛瞭。
評分a very helpful handbook
評分比harmless要少一些技術的東西,以及mastering的意思是用功夫熊貓功夫梗和類比,真是太可愛瞭。
評分a very helpful handbook
評分Undergraduate friendly, need to review though.
Mastering ’Metrics 2024 pdf epub mobi 電子書 下載