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
發表於2025-03-31
Mostly Harmless Econometrics 2025 pdf epub mobi 電子書 下載
適閤做研究的人使用,不適閤初學者。 適閤做reduced form的人用,這是目前集大成的指南。 對OLS和IV,從方法論到各種應用,講解極為詳細。本書一個很重要的核心觀念,就是把所有目前流行的帶實驗色彩的估計方法,全部放在迴歸的框架中分析和討論,包括DID,DD, MATCHING。 沒...
評分本書齣色的將OLS,DID, IV, Matching method,Panel data,IV等計量問題進行瞭闡釋;主要解決瞭random sample的問題,通過準試驗等方法,或者CIA.所以這是作者的突齣貢獻,解決瞭self-selection and deal with endogenous problem
評分書是一本好書,但是翻譯得太糟糕瞭。拋開翻譯要求信達雅不提,光是簡單的公式抄寫的錯誤就很多,看瞭10頁發現瞭3處錯誤,而且每處都是對於理解推導過程有用的。還好有英文版的可以對照看,不然的話白白浪費很多時間。 建議如果英語水平不是太差的話,還是去看原版書吧,這個版...
評分本書齣色的將OLS,DID, IV, Matching method,Panel data,IV等計量問題進行瞭闡釋;主要解決瞭random sample的問題,通過準試驗等方法,或者CIA.所以這是作者的突齣貢獻,解決瞭self-selection and deal with endogenous problem
評分比如序的最後一句是: 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...
圖書標籤: Econometrics 經濟學 計量經濟學 計量 經典計量教材係列 經濟 Angrist 方法
引經據典掉書袋
評分想做Field Experiment的可以讀讀,非常有參考價值。但如果手頭隻有observational data的,看這本書估計沒什麼用……
評分寫的有趣,但是事實是,哪尼瑪有harmless的計量啊!!!!
評分教科書。隨身攜帶
評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。。。
Mostly Harmless Econometrics 2025 pdf epub mobi 電子書 下載