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2025-02-07
Mostly Harmless Econometrics pdf epub mobi txt 电子书 下载 2025
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.
觉得因果推断都是伪科学怎么办
评分非常适合我这种渣渣的数学手册,并且身为一个外行,我觉得你们这群搞经济学的人吧,用计量就用了,理论计量就不必搞了,理论计量不就是统计学么,那么多统计学家也不是吃白饭的啊。。。
评分大概半个小时翻了一遍。对做empirics的学者而言是本不错的工具书。对做theory的学者而言,在理论过于抽象时可以拿来一读。如果飞机上过于无聊,这本书也适合作为消遣。总体而言,书确实是最近几年难得的好书。不过,相较于过去的那些经典,铺天盖地的正面评价实在有过誉之嫌。
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。
评分教科书。随身携带
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...
Mostly Harmless Econometrics pdf epub mobi txt 电子书 下载 2025