图书标签: Econometrics 经济学 计量经济学 计量 经典计量教材系列 经济 Angrist 方法
发表于2024-11-21
Mostly Harmless Econometrics pdf epub mobi txt 电子书 下载 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.
导师推荐metrics,其实这本觉得说得更清楚。不过现在是不怕技术了。。
评分最根本的可以归纳为三句话:1,对于观察数据,处理组和控制组的简单对比等于因果效应加上选择性偏差。2,随机分配消除选择性偏差。3,不能随机分配时,回归,DID,断点,工具变量,匹配,合成控制等都是用来消除选择偏差,识别因果效应
评分觉得因果推断都是伪科学怎么办
评分越读越不喜欢......作者的行文风格太随便了... 5年后回来改评价。。其实写的很好,让一堆经济学家的计量知识上了一层楼。但问题在于作者们自己也发现全用rubin那套语句是有问题的。比如如何用rubin framework来写peer effect还是一个未解的问题(2019年),作者们于是使用了计量的老本行—SEM framework。
评分虽然说我也喜欢道格拉斯亚当斯,但是用这本书学计量的确不太适应。因为缺乏技术细节,在证明和推理方面看得一头雾水。教授还容易把各种角标写错,这种都基于experiment的角度,真的令人费解。
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...
评分书是一本好书,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...
评分本书出色的将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
评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...
评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...
Mostly Harmless Econometrics pdf epub mobi txt 电子书 下载 2024