Mostly harmless econometrics : an empiricist's companion (eBook, 2009) [WorldCat.org]
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Mostly harmless econometrics : an empiricist's companion

Author: Joshua David Angrist; Jörn-Steffen Pischke
Publisher: Princeton : Princeton University Press, ©2009.
Series: Book collections on Project MUSE.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Angrist, Joshua David.
Mostly harmless econometrics.
Princeton : Princeton University Press, ©2009
(DLC) 2008027917
(OCoLC)231586808
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Joshua David Angrist; Jörn-Steffen Pischke
ISBN: 9781400829828 1400829828 1282608096 9781282608092 9786612608094 6612608099
OCLC Number: 650307463
Description: 1 online resource (xiii, 373 pages) : illustrations
Contents: I: PRELIMINARIES --
1 Questions about Questions --
2 The Experimental Ideal --
2.1 The Selection Problem --
2.2 Random Assignment Solves the Selection Problem --
2.3 Regression Analysis of Experiments --
II: THE CORE --
3 Making Regression Make Sense --
3.1 Regression Fundamentals --
3.2 Regression and Causality --
3.3 Heterogeneity and Nonlinearity --
3.4 Regression Details --
3.5 Appendix: Derivation of the Average Derivative Weighting Function --
4 Instrumental Variables in Action: Sometimes You Get What You Need --
4.1 IV and Causality --
4.2 Asymptotic 2SLS Inference --
4.3 Two-Sample IV and Split-Sample IV --
4.4 IV with Heterogeneous Potential Outcomes --
4.5 Generalizing LATE --
4.6 IV Details --
4.7 Appendix --
5 Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data --
5.1 Individual Fixed Effects --
5.2 Differences-in-Differences --
5.3 Fixed Effects versus Lagged Dependent Variables --
5.4 Appendix: More on Fixed Effects and Lagged Dependent Variables --
III: EXTENSIONS --
6 Getting a Little Jumpy: Regression Discontinuity Designs --
6.1 Sharp RD --
6.2 Fuzzy RD Is IV --
7 Quantile Regression --
7.1 The Quantile Regression Model --
7.2 IV Estimation of Quantile Treatment Effects --
8 Nonstandard Standard Error Issues --
8.1 The Bias of Robust Standard Error Estimates --
8.2 Clustering and Serial Correlation in Panels --
8.3 Appendix: Derivation of the Simple Moulton Factor --
Last Words.
Series Title: Book collections on Project MUSE.
Responsibility: Joshua D. Angrist and Jörn-Steffen Pischke.
More information:

Abstract:

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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