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2024-12-22
Mostly Harmless Econometrics pdf epub mobi txt 電子書 下載 2024
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.
引經據典掉書袋
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
評分導師推薦metrics,其實這本覺得說得更清楚。不過現在是不怕技術瞭。。
評分引經據典掉書袋
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...
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...
評分书是一本好书,但是翻译得太糟糕了。抛开翻译要求信达雅不提,光是简单的公式抄写的错误就很多,看了10页发现了3处错误,而且每处都是对于理解推导过程有用的。还好有英文版的可以对照看,不然的话白白浪费很多时间。 建议如果英语水平不是太差的话,还是去看原版书吧,这个版...
評分书是一本好书,但是翻译得太糟糕了。抛开翻译要求信达雅不提,光是简单的公式抄写的错误就很多,看了10页发现了3处错误,而且每处都是对于理解推导过程有用的。还好有英文版的可以对照看,不然的话白白浪费很多时间。 建议如果英语水平不是太差的话,还是去看原版书吧,这个版...
Mostly Harmless Econometrics pdf epub mobi txt 電子書 下載 2024