CART

(0) items

Mostly Harmless Econometrics : An Empiricist's Companion

by ;
ISBN13:

9780691120355

ISBN10:
0691120358
Format:
Paperback
Pub. Date:
12/15/2008
Publisher(s):
Princeton Univ Pr
List Price: $42.00

Rent Textbook

(Recommended)
 
Term
Due
Price
$21.00

Buy Used Textbook

In Stock Usually Ships in 24-48 Hours
U9780691120355
$31.29

Buy New Textbook

Usually Ships in 3-5 Business Days
N9780691120355
$40.95

eTextbook


 
Duration
Price
$23.94
More New and Used
from Private Sellers
Starting at $30.20
See Prices

Questions About This Book?

Why should I rent this book?
Renting is easy, fast, and cheap! Renting from eCampus.com can save you hundreds of dollars compared to the cost of new or used books each semester. At the end of the semester, simply ship the book back to us with a free UPS shipping label! No need to worry about selling it back.
How do rental returns work?
Returning books is as easy as possible. As your rental due date approaches, we will email you several courtesy reminders. When you are ready to return, you can print a free UPS shipping label from our website at any time. Then, just return the book to your UPS driver or any staffed UPS location. You can even use the same box we shipped it in!
What version or edition is this?
This is the edition with a publication date of 12/15/2008.
What is included with this book?
  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
  • The Used copy of this book is not guaranteed to inclue any supplemental materials. Typically, only the book itself is included.
  • The Rental copy of this book is not guaranteed to include any supplemental materials. You may receive a brand new copy, but typically, only the book itself.

Summary

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 Econometricsshows how the basic tools of applied econometrics allow the data to speak.In addition to econometric essentials,Mostly Harmless Econometricscovers important new extensions--regression-discontinuity designs and quantile regression--as well as how to get standard errors right. Joshua Angrist and Jouml;rn-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

Author Biography

Joshua D. Angrist is professor of economics at the Massachusetts Institute of Technology. Jorn-Steffen Pischke is professor of economics at the London School of Economics and Political Science.

Table of Contents

List of Figuresp. vii
List of Tablesp. ix
Prefacep. xi
Acknowledgmentsp. xv
Organization of This Bookp. xvii
Preliminariesp. 1
Questions about Questionsp. 3
The Experimental Idealp. 11
The Selection Problemp. 12
Random Assignment Solves the Selection Problemp. 15
Regression Analysis of Experimentsp. 22
The Corep. 25
Making Regression Make Sensep. 27
Regression Fundamentalsp. 28
Regression and Causalityp. 51
Heterogeneity and Nonlinearityp. 68
Regression Detailsp. 91
Appendix: Derivation of the Average Derivative Weighting Functionp. 110
Instrumental Variables in Action: Sometimes You Get What You Needp. 113
IV and Causalityp. 115
Asymptotic 2SLS Inferencep. 138
Two-Sample IV and Split-Sample IVp. 147
IV with Heterogeneous Potential Outcomesp. 150
Generalizing LATEp. 173
IV Detailsp. 188
Appendixp. 216
Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Datap. 221
Individual Fixed Effectsp. 221
Differences-in-Differencesp. 227
Fixed Effects versus Lagged Dependent Variablesp. 243
Appendix: More on Fixed Effects and Lagged Dependent Variablesp. 246
Extensionsp. 249
Getting a Little Jumpy: Regression Discontinuity Designsp. 251
Sharp RDp. 251
Fuzzy RD Is IVp. 259
Quantile Regressionp. 269
The Quantile Regression Modelp. 270
IV Estimation of Quantile Treatment Effectsp. 283
Nonstandard Standard Error Issuesp. 293
The Bias of Robust Standard Error Estimatesp. 294
Clustering and Serial Correlation in Panelsp. 308
Appendix: Derivation of the Simple Moulton Factorp. 323
Last Wordsp. 327
Acronyms and Abbreviationsp. 329
Empirical Studies Indexp. 335
Referencesp. 339
Indexp. 361
Table of Contents provided by Ingram. All Rights Reserved.


Please wait while the item is added to your cart...