Mostly harmless econometrics : an empiricist's companion /
Angrist, Joshua David,
Mostly harmless econometrics : an empiricist's companion / Joshua D. Angrist and Jörn-Steffen Pischke. - xiii, 373 pages : illustrations ; 22 cm
Includes bibliographical references (pages 339-359) and index.
Part I: Preliminaries -- 1. Questions About Questions -- 2. The Experimental Ideal -- Part II: The Core -- 3. Making Regression Make Sense -- 4. Instrumental Variables In Action: Sometimes You Get What You Need -- 5. Parallel Worlds: Fixed Effects, Differences-In-Differences, And Panel Data -- Part III: Extensions -- 6. Getting A Little Jumpy: Regression Discontinuity Designs -- 7. Quantile Regression -- 8. Nonstandard Standard Error Issues.
In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.
069112034X 9780691120348 0691120358 9780691120355
2008027917
Econometrics.
Regression analysis.
HB139 / .A54 2009
330.015195
Mostly harmless econometrics : an empiricist's companion / Joshua D. Angrist and Jörn-Steffen Pischke. - xiii, 373 pages : illustrations ; 22 cm
Includes bibliographical references (pages 339-359) and index.
Part I: Preliminaries -- 1. Questions About Questions -- 2. The Experimental Ideal -- Part II: The Core -- 3. Making Regression Make Sense -- 4. Instrumental Variables In Action: Sometimes You Get What You Need -- 5. Parallel Worlds: Fixed Effects, Differences-In-Differences, And Panel Data -- Part III: Extensions -- 6. Getting A Little Jumpy: Regression Discontinuity Designs -- 7. Quantile Regression -- 8. Nonstandard Standard Error Issues.
In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.
069112034X 9780691120348 0691120358 9780691120355
2008027917
Econometrics.
Regression analysis.
HB139 / .A54 2009
330.015195