Mostly Harmless Econometrics : : An Empiricist's Companion / / Joshua D. Angrist, Jörn-Steffen Pischke.

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 add...

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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2008]
©2009
Year of Publication:2008
Language:English
Online Access:
Physical Description:1 online resource :; 8 halftones. 17 line illus. 26 tables.
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Description
Other title:Frontmatter --
CONTENTS --
FIGURES --
TABLES --
PREFACE --
ACKNOWLEDGMENTS --
ORGANIZATION OF THIS BOOK --
Part I. Preliminaries --
Chapter 1. Questions about Questions --
Chapter 2. The Experimental Ideal --
Part II. The Core --
Chapter 3. Making Regression Make Sense --
Chapter 4. Instrumental Variables in Action: Sometimes You Get What You Need --
Chapter 5. Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data --
Part III. Extensions --
Chapter 6. Getting a Little Jumpy: Regression Discontinuity Designs --
Chapter 7. Quantile Regression --
Chapter 8. Nonstandard Standard Error Issues --
LAST WORDS --
ACRONYMS AND ABBREVIATIONS --
EMPIRICAL STUDIES INDEX --
REFERENCES --
INDEX
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 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
Format:Mode of access: Internet via World Wide Web.
ISBN:9781400829828
DOI:10.1515/9781400829828?locatt=mode:legacy
Hierarchical level:Monograph
Statement of Responsibility: Joshua D. Angrist, Jörn-Steffen Pischke.