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Mostly Harmless Econometrics: An Empiricist's Companion
From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an irreverent guide to...
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From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an irreverent guide to the essentials of econometrics
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
Author: Joshua D. Angrist, Jörn-Steffen Pischke
Publisher: Princeton University Press
Published: 01/04/2009
Pages: 392
Binding Type: Paperback
Weight: 1.02lbs
Size: 8.42h x 5.60w x 1.01d
ISBN: 9780691120355
About the Author
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.
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