Mostly Harmless Econometrics: An Empiricist's Companion (Paperback)
暫譯: 大致無害的計量經濟學:實證主義者的伴侶 (平裝本)

Angrist, Joshua D., Pischke, Jorn-Steffen

  • 出版商: Princeton University Press
  • 出版日期: 2009-01-04
  • 售價: $2,080
  • 貴賓價: 9.5$1,976
  • 語言: 英文
  • 頁數: 373
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0691120358
  • ISBN-13: 9780691120355
  • 海外代購書籍(需單獨結帳)

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商品描述

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 J 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



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商品描述(中文翻譯)

當今計量經濟學工具箱中的核心方法包括用於統計控制的線性回歸、用於自然實驗分析的工具變數方法,以及利用政策變更的差異中的差異方法。在現代實驗主義範式中,這些技術解決了明確的因果問題,例如:小班級是否能提高學習效果?施暴的配偶應該被逮捕嗎?教育能提高工資多少?Mostly Harmless Econometrics 展示了應用計量經濟學的基本工具如何讓數據發聲。

除了計量經濟學的基本要素外,Mostly Harmless Econometrics 還涵蓋了重要的新擴展——回歸不連續設計和分位數回歸——以及如何正確計算標準誤差。Joshua Angrist 和 Jörn-Steffen Pischke 解釋了為什麼更複雜的計量經濟學技術通常是不必要的,甚至是危險的。本書強調的應用計量經濟學方法易於使用,並且與當代社會科學的許多領域相關。

- 一個不拘一格的計量經濟學基本要素回顧
- 專注於應用研究者最常使用的工具
- 有關回歸不連續設計、分位數回歸和標準誤差的章節
- 許多實證範例
- 一個清晰且簡明的資源,具有廣泛的應用性

作者簡介

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.

作者簡介(中文翻譯)

約書亞·D·安格里斯特是麻省理工學院的經濟學教授。約恩-斯特芬·皮施克是倫敦政治經濟學院的經濟學教授。