Mostly Harmless Econometrics: An Empiricist's CompanionThe 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.
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What people are saying - Write a review
Good policy read
User Review - elizabibi - Overstock.comBought this for a class in public policy good overview a bit highlevel even for a Masters student. There are not enough books out there on econometrics though. Read full review
Contents
4 | |
12 | |
13 | |
16 | |
23 Regression Analysis of Experiments | 23 |
THE CORE | 26 |
Making Regression Make Sense | 28 |
31 Regression Fundamentals | 29 |
Parallel Worlds Fixed Effects DifferencesinDifferences and Panel Data | 222 |
52 DifferencesinDifferences | 228 |
53 Fixed Effects versus Lagged Dependent Variables | 244 |
More on Fixed Effects and Lagged Dependent Variables | 247 |
Getting a Little Jumpy Regression Discontinuity Designs | 252 |
62 Fuzzy RD Is IV | 260 |
Quantile Regression | 270 |
71 The Quantile Regression Model | 271 |
32 Regression and Causality | 52 |
33 Heterogeneity and Nonlinearity | 69 |
34 Regression Details | 92 |
Instrumental Variables in Action Sometimes You Get What You Need | 114 |
41 IV and Causality | 116 |
42 Asymptotic 2SLS Inference | 139 |
43 TwoSample IV and SplitSample IV | 148 |
44 IV with Heterogeneous Potential Outcomes | 151 |
45 Generalizing LATE | 174 |
46 IV Details | 189 |
47 Appendix | 217 |
72 IV Estimation of Quantile Treatment Effects | 284 |
Nonstandard Standard Error Issues | 294 |
81 The Bias of Robust Standard Error Estimates | 295 |
82 Clustering and Serial Correlation in Panels | 309 |
Derivation of the Simple Moulton Factor | 324 |
Acronyms and Abbreviations | 330 |
Empirical Studies Index | 336 |
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362 | |
Other editions - View all
Mostly Harmless Econometrics: An Empiricist's Companion Joshua D. Angrist,Jörn-Steffen Pischke Limited preview - 2008 |
Mostly Harmless Econometrics: An Empiricist's Companion Joshua David Angrist,Jörn-Steffen Pischke No preview available - 2009 |
Mostly Harmless Econometrics: An Empiricist's Companion Joshua D. Angrist,Jorn-Steffen Pischke No preview available - 2008 |