Mastering ’Metrics pdf epub mobi txt 电子书 下载 2025
- Econometrics
- 计量经济学
- 经济学
- 统计学
- 英文原版
- 科学研究
- 学术方法
- econometrics
- metrics
- data
- analysis
- statistics
- research
- science
- inference
- assessment
具体描述
Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu–themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is exciting and useful.
The five most valuable econometric methods, or what the authors call the Furious Five--random assignment, regression, instrumental variables, regression discontinuity designs, and differences in differences--are illustrated through well-crafted real-world examples (vetted for awesomeness by Kung Fu Panda's Jade Palace). Does health insurance make you healthier? Randomized experiments provide answers. Are expensive private colleges and selective public high schools better than more pedestrian institutions? Regression analysis and a regression discontinuity design reveal the surprising truth. When private banks teeter, and depositors take their money and run, should central banks step in to save them? Differences-in-differences analysis of a Depression-era banking crisis offers a response. Could arresting O. J. Simpson have saved his ex-wife's life? Instrumental variables methods instruct law enforcement authorities in how best to respond to domestic abuse.
Wielding econometric tools with skill and confidence, Mastering 'Metrics uses data and statistics to illuminate the path from cause to effect.
Shows why econometrics is important
Explains econometric research through humorous and accessible discussion
Outlines empirical methods central to modern econometric practice
Works through interesting and relevant real-world examples
作者简介
Joshua D. Angrist 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. They are the authors of Mostly Harmless Econometrics.
目录信息
List of Figures vii
List of Tables ix
Introduction xi
1 Randomized Trials 1
1.1 In Sickness and in Health (Insurance) 1
1.2 The Oregon Trail 24
Masters of 'Metrics: From Daniel to R. A. Fisher 30
Appendix: Mastering Inference 33
2 Regression 47
2.1 A Tale of Two Colleges 47
2.2 Make Me a Match, Run Me a Regression 55
2.3 Ceteris Paribus? 68
Masters of 'Metrics: Galton and Yule 79
Appendix: Regression Theory 82
3 Instrumental Variables 98
3.1 The Charter Conundrum 99
3.2 Abuse Busters 115
3.3 The Population Bomb 123
Masters of 'Metrics: The Remarkable Wrights 139
Appendix: IV Theory 142
4 Regression Discontinuity Designs 147
4.1 Birthdays and Funerals 148
4.2 The Elite Illusion 164
Masters of 'Metrics: Donald Campbell 175
5 Differences-in-Differences 178
5.1 A Mississippi Experiment 178
5.2 Drink, Drank, . . . 191
Masters of 'Metrics: John Snow 204
Appendix: Standard Errors for Regression DD 205
6 The Wages of Schooling 209
6.1 Schooling, Experience, and Earnings 209
6.2 Twins Double the Fun 217
6.3 Econometricians Are Known by Their . . . Instruments 223
6.4 Rustling Sheepskin in the Lone Star State 235
Appendix: Bias from Measurement Error 240
Abbreviations and Acronyms 245
Empirical Notes 249
Acknowledgments 269
Index 271
· · · · · · (收起)
读后感
P.131: ...a statistically significant reduced-form estimate with no evidence of a corresponding first stage is cause for worry, because this suggests some channel other than the treatment variable links instruments with outcomes. In this spirit, ALS identif...
评分用TA的话讲这本书是baby version of mostly harmless econometrics，内容涵盖randomrized expreiments，regression，IV，RD，DID，重intuition轻数学推导（也可以说是没有），喜欢先从intuition讲起的计量，可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
评分用TA的话讲这本书是baby version of mostly harmless econometrics，内容涵盖randomrized expreiments，regression，IV，RD，DID，重intuition轻数学推导（也可以说是没有），喜欢先从intuition讲起的计量，可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
评分用TA的话讲这本书是baby version of mostly harmless econometrics，内容涵盖randomrized expreiments，regression，IV，RD，DID，重intuition轻数学推导（也可以说是没有），喜欢先从intuition讲起的计量，可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
评分用TA的话讲这本书是baby version of mostly harmless econometrics，内容涵盖randomrized expreiments，regression，IV，RD，DID，重intuition轻数学推导（也可以说是没有），喜欢先从intuition讲起的计量，可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
用户评价
baby Angrist!这也是一本恨自己知道太晚的书
评分baby Angrist!这也是一本恨自己知道太晚的书
评分5- The book is very well written, introduces causal inference to the general public, and tells you by what most non-theoretical economists are occupied every day.
评分看完这个算是懂个大概吧，上手可能还是被吊打，接下来好好 mostly harmless book吧
评分计量经济学新手村通关...
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