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

By: Contributor(s): Material type: TextTextPublisher: Princeton : Princeton University Press, [2009]Copyright date: ©2009Description: xiii, 373 pages : illustrations ; 22 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 069112034X
  • 9780691120348
  • 0691120358
  • 9780691120355
Subject(s): DDC classification:
  • 330.015195 22
LOC classification:
  • HB139 .A54 2009
Contents:
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.
Summary: 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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 330.015195 ANG (Browse shelf(Opens below)) 1 Available A516382B
Book City Campus City Campus Main Collection 330.015195 ANG (Browse shelf(Opens below)) 1 Available A516395B

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.

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