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 differencesindifferences 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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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,JörnSteffen Pischke Limited preview  2008 
Mostly Harmless Econometrics: An Empiricist's Companion Joshua David Angrist,JörnSteffen Pischke No preview available  2009 
Mostly Harmless Econometrics: An Empiricist's Companion Joshua D. Angrist,JornSteffen Pischke No preview available  2008 