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Mostly harmless econometrics : an empiricist's companion

Author: Joshua D Angrist; Jörn-Steffen Pischke
Publisher: Princeton, N.J : Princeton University Press, 2009.
Edition/Format:   Print book : EnglishView all editions and formats
Publication:Mostly harmless econometrics. Mostly harmless econometrics. Studyguide for Mostly harmless econometrics: an empiricist's companion by Angrist, Joshua D.
Database:WorldCat
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Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Joshua D Angrist; Jörn-Steffen Pischke
ISBN: 069112034X 0691120358 9780691120348 9780691120355
OCLC Number: 610793568
In: Angrist, Joshua David.; Angrist, Joshua David
Description: 373 S : Ill ; 23 cm
Contents: List of Figures viiList of Tables ixPreface xiAcknowledgments xvOrganization of This Book xviiPART I: PRELIMINARIES 1Chapter 1: Questions about Questions 3Chapter 2: The Experimental Ideal 112.1 The Selection Problem 122.2 Random Assignment Solves the Selection Problem 152.3 Regression Analysis of Experiments 22PART II: THE CORE 25Chapter 3: Making Regression Make Sense 273.1 Regression Fundamentals 283.2 Regression and Causality 513.3 Heterogeneity and Nonlinearity 683.4 Regression Details 913.5 Appendix: Derivation of the Average Derivative Weighting Function 110Chapter 4: Instrumental Variables in Action: Sometimes You Get What You Need 1134.1 IV and Causality 1154.2 Asymptotic 2SLS Inference 1384.3 Two-Sample IV and Split-Sample IV 1474.4 IV with Heterogeneous Potential Outcomes 1504.5 Generalizing LATE 1734.6 IV Details 1884.7 Appendix 216Chapter 5: Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data 2215.1 Individual Fixed Effects 2215.2 Differences-in-Differences 2275.3 Fixed Effects versus Lagged Dependent Variables 2435.4 Appendix: More on Fixed Effects and Lagged Dependent Variables 246PART III: EXTENSIONS 249Chapter 6: Getting a Little Jumpy: Regression Discontinuity Designs 2516.1 Sharp RD 2516.2 Fuzzy RD Is IV 259Chapter 7: Quantile Regression 2697.1 The Quantile Regression Model 2707.2 IV Estimation of Quantile Treatment Effects 283Chapter 8: Nonstandard Standard Error Issues 2938.1 The Bias of Robust Standard Error Estimates 2948.2 Clustering and Serial Correlation in Panels 3088.3 Appendix: Derivation of the Simple Moulton Factor 323Last Words 327Acronyms and Abbreviations 329Empirical Studies Index 335References 339Index 361
Responsibility: Joshua D. Angrist and Jörn-Steffen Pischke.

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"A quirky and thought-provoking read for any budding econometrician... Insightful and refreshing."--James Davidson, Times Higher Education "I'd recommend it to the entire range of empirical Read more...

 
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