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2024-12-22
Mostly Harmless Econometrics 2024 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...
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
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
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。
評分大愛此書。書本身寫得好,而且作者顯然也是銀河係漫遊指南的粉 <3 <3
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。。。
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。。。
評分覺得因果推斷都是僞科學怎麼辦
Mostly Harmless Econometrics 2024 pdf epub mobi 電子書 下載