Mostly harmless econometrics : an empiricist's companion (Book, 2009) []
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Mostly harmless econometrics : an empiricist's companion

Author: Joshua David Angrist; Jörn-Steffen Pischke
Publisher: Princeton, New Jersey : Princeton University Press, [2009] ©2009
Edition/Format:   Print book : EnglishView all editions and formats
In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Joshua David Angrist; Jörn-Steffen Pischke
ISBN: 069112034X 9780691120348 0691120358 9780691120355
OCLC Number: 231586808
Description: xiii, 373 pages : illustrations ; 22 cm
Contents: Part I: Preliminaries. 1. Questions about questions ; 2. The experimental ideal --
Part II. The core. 3. Making regression make sense ; 4. Instrumental variables in action : sometimes you get what you need ; 5. Parallel Worlds: fixed effects, differences-in-differences, and panel data --
Part III: Extensions. 6. Getting a little jumpy: regression discontinuity designs ; 7. Quantile regression ; 8. Nonstandard standard error issues.
Responsibility: Joshua D. Angrist and Jörn-Steffen Pischke.
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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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"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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