Mostly Harmless Econometrics pdf epub mobi txt 电子书 下载 2025
Joshua D. Angrist is 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.
- Econometrics
- 经济学
- 计量经济学
- 计量
- 经典计量教材系列
- 经济
- Angrist
- 方法
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
具体描述
读后感
这本书的作者注定很会操作,爱他的人超多，但我相信，和我一样对这本书极其不肖的也大有人在…… 当年年轻无知，上了门类似APPLIED ECONOMETRIC的课，教材就是这本……看了AMAZON上的评语，一心满心期待，书拿到之后，几个晚上就翻了一遍（作为计量的教材书来说，这本太不严肃...
评分比如序的最后一句是： Finally ， in the spirit of Douglas Adams‘s lighthearted serial （The Hitchhiker’s Guide to The Galaxy and Mostly Harmless， among others）from which we draw continued inspiration, our companion may have occasional inaccuracies , bu...
评分适合做研究的人使用，不适合初学者。 适合做reduced form的人用，这是目前集大成的指南。 对OLS和IV，从方法论到各种应用，讲解极为详细。本书一个很重要的核心观念，就是把所有目前流行的带实验色彩的估计方法，全部放在回归的框架中分析和讨论，包括DID,DD, MATCHING。 没...
评分本书出色的将OLS,DID, IV, Matching method,Panel data,IV等计量问题进行了阐释;主要解决了random sample的问题,通过准试验等方法,或者CIA.所以这是作者的突出贡献,解决了self-selection and deal with endogenous problem
评分比如序的最后一句是： Finally ， in the spirit of Douglas Adams‘s lighthearted serial （The Hitchhiker’s Guide to The Galaxy and Mostly Harmless， among others）from which we draw continued inspiration, our companion may have occasional inaccuracies , bu...
用户评价
觉得因果推断都是伪科学怎么办
评分This little book reveals the secrets of reduced-form applied econometrics.
评分大概半个小时翻了一遍。对做empirics的学者而言是本不错的工具书。对做theory的学者而言，在理论过于抽象时可以拿来一读。如果飞机上过于无聊，这本书也适合作为消遣。总体而言，书确实是最近几年难得的好书。不过，相较于过去的那些经典，铺天盖地的正面评价实在有过誉之嫌。
评分深受广大没有扎实计量理论但又迫切需要做EMPIRICAL的人的追捧……理论计量方向的铜鞋们就别浪费时间了……当年年轻不懂事，上了这门课，越读功力越退步，差一点走火入魔……要能给个负的评价，我一定给……
评分非时序微观计量经济学入坑神作。21世纪的伍德里奇。
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