圖書標籤: Econometrics 計量經濟學 經濟學 統計學 英文原版 科學研究 學術方法 econometrics
发表于2024-11-25
Mastering ’Metrics pdf epub mobi txt 電子書 下載 2024
Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu–themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is exciting and useful.
The five most valuable econometric methods, or what the authors call the Furious Five--random assignment, regression, instrumental variables, regression discontinuity designs, and differences in differences--are illustrated through well-crafted real-world examples (vetted for awesomeness by Kung Fu Panda's Jade Palace). Does health insurance make you healthier? Randomized experiments provide answers. Are expensive private colleges and selective public high schools better than more pedestrian institutions? Regression analysis and a regression discontinuity design reveal the surprising truth. When private banks teeter, and depositors take their money and run, should central banks step in to save them? Differences-in-differences analysis of a Depression-era banking crisis offers a response. Could arresting O. J. Simpson have saved his ex-wife's life? Instrumental variables methods instruct law enforcement authorities in how best to respond to domestic abuse.
Wielding econometric tools with skill and confidence, Mastering 'Metrics uses data and statistics to illuminate the path from cause to effect.
Shows why econometrics is important
Explains econometric research through humorous and accessible discussion
Outlines empirical methods central to modern econometric practice
Works through interesting and relevant real-world examples
Joshua D. Angrist is the Ford 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. They are the authors of Mostly Harmless Econometrics.
深入淺齣,相見恨晚。
評分A gateway to THE Mostly Harmless book
評分想知道什麼是隨機試驗、迴歸、工具變量、斷點迴歸和雙重差分嗎?想用最直觀的語言描述缺省變量誤差、錯誤計量誤差、bad controls等等計量細節嗎?想一周內掌握上述高階研究方法和技術嗎?讀Mastering 'Metrics吧!一旦擁有,彆無他求。
評分還行,baby Angrist
評分文筆真不錯,比Mostly Harmless好讀多瞭,還加瞭好多故事。每一章之前都有功夫quote,真不容易……TIL 第一個使用DID的人叫John Snow……Jon,你不是什麼都不知道麼!
P.131: ...a statistically significant reduced-form estimate with no evidence of a corresponding first stage is cause for worry, because this suggests some channel other than the treatment variable links instruments with outcomes. In this spirit, ALS identif...
評分用TA的话讲这本书是baby version of mostly harmless econometrics,内容涵盖randomrized expreiments,regression,IV,RD,DID,重intuition轻数学推导(也可以说是没有),喜欢先从intuition讲起的计量,可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
評分用TA的话讲这本书是baby version of mostly harmless econometrics,内容涵盖randomrized expreiments,regression,IV,RD,DID,重intuition轻数学推导(也可以说是没有),喜欢先从intuition讲起的计量,可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
評分用TA的话讲这本书是baby version of mostly harmless econometrics,内容涵盖randomrized expreiments,regression,IV,RD,DID,重intuition轻数学推导(也可以说是没有),喜欢先从intuition讲起的计量,可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
評分用TA的话讲这本书是baby version of mostly harmless econometrics,内容涵盖randomrized expreiments,regression,IV,RD,DID,重intuition轻数学推导(也可以说是没有),喜欢先从intuition讲起的计量,可以了解到计量究竟在研究中发挥怎样的作用。 本书的核心即为通过建立...
Mastering ’Metrics pdf epub mobi txt 電子書 下載 2024