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2025-03-24
Mostly Harmless Econometrics 2025 pdf epub mobi 電子書 下載
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...
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...
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...
評分這本書的作者注定很會操作,愛他的人超多,但我相信,和我一樣對這本書極其不肖的也大有人在…… 當年年輕無知,上瞭門類似APPLIED ECONOMETRIC的課,教材就是這本……看瞭AMAZON上的評語,一心滿心期待,書拿到之後,幾個晚上就翻瞭一遍(作為計量的教材書來說,這本太不嚴肅...
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
最根本的可以歸納為三句話:1,對於觀察數據,處理組和控製組的簡單對比等於因果效應加上選擇性偏差。2,隨機分配消除選擇性偏差。3,不能隨機分配時,迴歸,DID,斷點,工具變量,匹配,閤成控製等都是用來消除選擇偏差,識彆因果效應
評分跳著看過不少段落但一直沒係統看過一遍(Douglas Adams的小說我都看完瞭兩本= =)用兩個月的時間終於從頭到尾讀瞭一遍(當然也跳過瞭一些不常用的章節)。確實非常practical,對FE, DID和se的討論有常讀常新的感覺。
評分操作手冊。可以反復讀讀。爛熟於心。
評分導師推薦metrics,其實這本覺得說得更清楚。不過現在是不怕技術瞭。。
評分跳著看過不少段落但一直沒係統看過一遍(Douglas Adams的小說我都看完瞭兩本= =)用兩個月的時間終於從頭到尾讀瞭一遍(當然也跳過瞭一些不常用的章節)。確實非常practical,對FE, DID和se的討論有常讀常新的感覺。
Mostly Harmless Econometrics 2025 pdf epub mobi 電子書 下載