Joshua D. Angrist is professor of economics at the Massachusetts Institute of Technology. If you know the book but cannot find it on AbeBooks, we can automatically search for it on your behalf as new inventory is added. If it is added to AbeBooks by one of our member booksellers, we will notify you! Publisher: Princeton University Press , This specific ISBN edition is currently not available. View all copies of this ISBN edition:. Synopsis About this title 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.
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 "synopsis" may belong to another edition of this title. From the Inside Flap : "This pathbreaking book is a must-read for any scientist who is interested in formulating and testing hypotheses about the social world.
Not too technical, has plenty of advice for empiricists, quite funny sometimes, too. Works better as a complement, starts out simple but later still assumes quite some basic background in econometrics, naturally so as the problems become harder and bigger. Leaves out a bunch of things to keep the book short, but makes me scratch my head since I want to know in details what was going on behind.
Oh well, in general a decent read, except for the little bit extreme idea that all you need in econometr Not too technical, has plenty of advice for empiricists, quite funny sometimes, too. Oh well, in general a decent read, except for the little bit extreme idea that all you need in econometrics is OLS and IV. Dec 14, Alec Myres rated it really liked it. Great companion to a normal econometrics textbook.
I used this in my second semester of econometrics and it was helpful to have explanations and a bit of a narrative in addition to just equations and proofs. Helps make good sense of the subject. Jan 01, Stevenglinert rated it it was amazing. This is the book of common prayer for econometrics. Although, to be honest, it's more useful than that. Seriously, this book is an actually funny to read book which clearly runs through a lot of important concepts in statistics for the social sciences.
May 31, Joseph rated it really liked it. A good book, but you definitely need to know econometrics before diving into this one. So it's not "pop economics" like Freakonomics.
Mostly Harmless Econometrics: An Empiricist's Companion
There's a decent review also at the Econometrics Books website. Oct 08, Alejandro Coronado rated it it was amazing. Pretty good book for econometrics if you want to understand how econometrics experiments work and what are some of the most important checks that you need to do in order to have unbiased results. Dec 31, Chris rated it really liked it Shelves: statistics.
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It's a question we'd like to get right. Versus the mathematical process. On the other hand, maybe statistical measures like lm beta and sd are nothing more than high-dimensional hypotenuse constructions. Most one of the only statistics books I recommend to people because it addresses real-world issues that impact whether real projects get funding or not. Most of what people want to know from lm questions could be answered by looking at random subsets of treatment group and non-treatment group, then drilling down with counter-questions that come from real world common sense.
Mostly Harmless Econometrics
If the gritty details of subscripts and high-dimensional hypotenuses weren't so focussed on, the time used to understand the minutiae of these arguments could instead be used to read the data collection methodology and variable definitions, which in my experience always swamp debates about what the algebra "means". Aug 04, Terran M rated it it was amazing. This is an excellent book on causal inference for econometrics and related problems many observations, some unobserved covariates, no randomized experiment or only partial compliance in the experiment.
If you want to learn about propensity score matching, discontinuity regression, and a hell of a lot about instrumental variables, this is the book for you. As a minimum preparation, I think you would need to read and clearly understand parts 1 and 2 of Data Analysis Using Regression and Multileve This is an excellent book on causal inference for econometrics and related problems many observations, some unobserved covariates, no randomized experiment or only partial compliance in the experiment.
It is written in a style which is at times humorous, but don't let this mislead you into thinking that it is for a general audience; this is a highly technical book and at times it's tough going. You'll want a thorough understanding of the linear algebra behind OLS, and this book is often cursory on the derivations. Mar 09, Daniel rated it liked it Shelves: textbook , non-fiction , economics. I'm trying to get a feel for economics as an academic discipline at the moment.
As a users' guide, this would be great. Angrist clearly loves econometrics and has a deep appreciation for the subtleties, especially where researchers might go wrong. However, an introduction it is not. Nonetheless, it does give a sense of the craft of economics, rather than the idealised theories found in an introductory text. Enjoyable read all things considered. He starts every chapter with a Douglas Adams quote. Part I is really nice. Jan 23, Cheng Nie rated it really liked it.
The learning curve for this book is very deep. You would have a lot of trouble to understand it if you did not take Econometrics classes. But the good thing about the book is that the authors are able to explain the intuition very well.
Mostly Harmless Econometrics: An Empiricist's Companion
Jul 26, Lia rated it really liked it. It gives an overview of the most useful tools for an applied economist, and offers caution for what not to do. Perhaps it is a good book to keep on hand to review when applying specific methods. One hope is if more recent editions can include more recent papers or code for replication. Dec 28, Ardyn rated it liked it. A nice reference book if you already have a decent background in the field. There are so many references to other parts of the book that it felt jumpy, but it's a pretty comprehensive guide to the tools used by applied microeconomists.
Oct 17, Caglar rated it liked it. May 10, Giuseppe Burtini rated it really liked it. Hard read, but a valuable look at modern econometric techniques like differences in differences, discontinuity designs and quantile methods. Mostly harmless econometrics an empiricists companion 1. 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?
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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. The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social science.
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