Mostly Harmless Econometrics
出版时间
2009-01-03
ISBN
9780691120348
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标签
The 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.
In addition to econometric essentials, Mostly Harmless Econometrics covers important new extensions--regression-discontinuity designs and quantile regression--as well as how to get standard errors right. Joshua Angrist and Jörn-Steffen Pischke explain why fancier econometric techniques are typically unnecessary and even dangerous. The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social science.
* An irreverent review of econometric essentials
* A focus on tools that applied researchers use most
* Chapters on regression-discontinuity designs, quantile regression, and standard errors
* Many empirical examples
* A clear and concise resource with wide applications
- 聚焦回归、工具变量与DID等核心因果推断方法
- 以实验主义范式解读数据，强调让数据说话
- 涵盖断点回归与分位数回归等现代计量扩展技术
- 从事实证研究、需处理观察数据的经济学学者
- 有一定基础，希望系统掌握应用计量方法的研究生
- 对因果推断逻辑感兴趣，想提升数据处理能力的读者
- 非零基础教材，建议具备基本计量知识后阅读
- 可跳读不常用章节，重点把握核心识别策略逻辑
- 注意区分理论计量与应用计量，侧重实用技巧
- 行文幽默风趣，被誉为一本实用的‘计量手册’
- 核心观点清晰：所有方法旨在消除选择性偏差
- 适合做研究参考，但不适合作为初学者的入门书
本导读基于书籍简介、目录、原文摘录、短评和书评生成，不等同于全文精读。
- "Anyone interested in drawing useful inferences from data on people can be said to be an applied econometrician."
- "(i) the intimate connection between the population regression function and the conditional expectation function (ii) how and why regression coeffcients change as covariates are added or removed from the model (iii) the close link between regression and other "control strategies" such as matching (iv"
- "This is the selection-on-observables assumption for regression models discussed over a quarter century ago by Barnow, Cain, and Goldberger (1981). It remains the basis of most empirical work in Economics."
- "Good econometrics cannot save a shaky research agenda, but the promiscuous use of fancy econometric techniques sometimes brings down a good one."
- "Today, we are more likely to find IV used to address measument error problems than to estimate the parameters if an SEM"
- "The observed difference in health status, however, adds to this causal effect a term called selection bias. This term is the difference in average Y0; between those who were and those who were not hospitalized. Because the sick are more likely than the healthy to seek treatment, those who were hospi"
- "计量经济学的疆界正在不断扩张。作为这种扩张的结果，其方法和实践也有了长足发展，但即使那些精于数据处理的个中老手，也会对如今如此繁的计量方法感到困惑。幸运的是，并非所有方法都同样有用、同等重要。那些过于新奇的方法本来没必如此复杂，而且还可能是有害的。从积极的方面讲虽然对计量经济学基本工具的解释日趋精奥深微，但应用计量经济学（Applied Econometrics）的核心内容却保持着大体稳定。本书为实证研究者把握计量经济学的精义提供了一个向导，这些计量经济学的精义也就是我们所指的基本无害的计量经济学（Mostly Harmless Econometrics）。 在应用计量经济学家的工具箱中，最重"
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