圖書標籤: Econometrics 經濟學 計量經濟學 計量 經典計量教材係列 經濟 Angrist 方法
发表于2025-01-22
Mostly Harmless Econometrics pdf epub mobi txt 電子書 下載 2025
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
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.
雖然說我也喜歡道格拉斯亞當斯,但是用這本書學計量的確不太適應。因為缺乏技術細節,在證明和推理方麵看得一頭霧水。教授還容易把各種角標寫錯,這種都基於experiment的角度,真的令人費解。
評分想做Field Experiment的可以讀讀,非常有參考價值。但如果手頭隻有observational data的,看這本書估計沒什麼用……
評分最根本的可以歸納為三句話:1,對於觀察數據,處理組和控製組的簡單對比等於因果效應加上選擇性偏差。2,隨機分配消除選擇性偏差。3,不能隨機分配時,迴歸,DID,斷點,工具變量,匹配,閤成控製等都是用來消除選擇偏差,識彆因果效應
評分最根本的可以歸納為三句話:1,對於觀察數據,處理組和控製組的簡單對比等於因果效應加上選擇性偏差。2,隨機分配消除選擇性偏差。3,不能隨機分配時,迴歸,DID,斷點,工具變量,匹配,閤成控製等都是用來消除選擇偏差,識彆因果效應
評分?我為什麼會讀過這本書……
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...
評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...
評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...
評分本书出色的将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
評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...
Mostly Harmless Econometrics pdf epub mobi txt 電子書 下載 2025