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Mostly Harmless Econometrics – An Empiricist`s Companion

Autor Joshua D. Angrist, Jorn–steffen Pischke, Jörn–steffen Pischke
en Limba Engleză Paperback – 22 ian 2009
"This pathbreaking book is a must-read for any scientist who is interested in formulating and testing hypotheses about the social world. This includes political scientists, sociologists, historians, geographers, and anthropologists. The book is clever and funny, and guides you through the tangle of problems that confront empirical research in social science. I wish I had had it years ago."--James Robinson, Harvard University
"What a fascinating and useful book! The application of econometrics in empirical research is as much art as science. What is most distinctive about Mostly Harmless Econometrics relative to other graduate-level econometrics books (besides the colorful prose style!) is that because the authors are longtime practitioners of applied microeconometrics, they speak often and insightfully about the art. I expect it's a great thing to work in the same department with Angrist or Pischke and to be able to ask their advice. Having this book close at hand is the next best thing. When you consult the book to see 'What would Angrist and Pischke do?' about econometric issues you encounter in your own research, you won't necessarily end up doing what they would in every single instance, but I bet you always will benefit from getting their take on the issue."--Gary Solon, Michigan State University
"Interesting and unusual, this is an econometrics book with attitude. It offers real answers and suggestions to problems faced daily by those engaged in the analysis of economic data. I will recommend it to my students."--Guido Imbens, Harvard University
"A well-written and very quirky take on econometric practice."--Orley Ashenfelter, Princeton University
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Specificații

ISBN-13: 9780691120355
ISBN-10: 0691120358
Pagini: 392
Ilustrații: 8 illustrations
Dimensiuni: 190 x 215 x 24 mm
Greutate: 0.46 kg
Editura: Princeton University Press
Locul publicării:Princeton, United States

Notă biografică

Joshua D. Angrist, winner of the 2021 Nobel Prize in Economics, is the Ford Professor of Economics at the Massachusetts Institute of Technology. Jörn-Steffen Pischke is professor of economics at the London School of Economics and Political Science.

Descriere

Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.