Mostly harmless econometrics : an empiricist's companion / Joshua D. Angrist, Jörn-Steffen Pischke.

Format:

Book

Author/Creator:

Angrist, Joshua David

Pischke, Jörn-Steffen, author.

Series:

De Gruyter eBooks Complete.

Language:

English

Subjects (All):

Regression analysis.

Econometrics.

Physical Description:

1 online resource (392 p.)

Place of Publication:

2010.

Princeton, NJ : Princeton University Press, [2008]

Language Note:

In English.

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

Contents:

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

Notes:

Description based upon print version of record.

Includes bibliographical references (p. [339]-359) and index.

ISBN:

9786612608094

14008298280

9780691120355

9781282608092

1282608096