作者:
Joshua D. Angrist
/
Jörn-Steffen Pischke 出版社: Princeton University Press 副标题: The Path from Cause to Effect 出版年: 2014-12-21 页数: 304 定价: USD 35.00 装帧: Hardcover ISBN: 9780691152844
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 excitin...
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.
目录
· · · · · ·
TABLE OF CONTENTS:
List of Figures vii
List of Tables ix
Introduction xi
1 Randomized Trials 1
1.1 In Sickness and in Health (Insurance) 1
· · · · · ·
(更多)
TABLE OF CONTENTS:
List of Figures vii
List of Tables ix
Introduction xi
1 Randomized Trials 1
1.1 In Sickness and in Health (Insurance) 1
1.2 The Oregon Trail 24
Masters of 'Metrics: From Daniel to R. A. Fisher 30
Appendix: Mastering Inference 33
2 Regression 47
2.1 A Tale of Two Colleges 47
2.2 Make Me a Match, Run Me a Regression 55
2.3 Ceteris Paribus? 68
Masters of 'Metrics: Galton and Yule 79
Appendix: Regression Theory 82
3 Instrumental Variables 98
3.1 The Charter Conundrum 99
3.2 Abuse Busters 115
3.3 The Population Bomb 123
Masters of 'Metrics: The Remarkable Wrights 139
Appendix: IV Theory 142
4 Regression Discontinuity Designs 147
4.1 Birthdays and Funerals 148
4.2 The Elite Illusion 164
Masters of 'Metrics: Donald Campbell 175
5 Differences-in-Differences 178
5.1 A Mississippi Experiment 178
5.2 Drink, Drank, . . . 191
Masters of 'Metrics: John Snow 204
Appendix: Standard Errors for Regression DD 205
6 The Wages of Schooling 209
6.1 Schooling, Experience, and Earnings 209
6.2 Twins Double the Fun 217
6.3 Econometricians Are Known by Their . . . Instruments 223
6.4 Rustling Sheepskin in the Lone Star State 235
Appendix: Bias from Measurement Error 240
Abbreviations and Acronyms 245
Empirical Notes 249
Acknowledgments 269
Index 271
· · · · · · (收起)
I am a dynamic figure, often seen scaling walls and crushing ice. I cook thirty-minute brownies in twenty minutes. I am an expert in stucco, a veteran in love, and an outlaw in Peru. On Wednesdays, after school, I repair electrical appliances free of charge.
I am an abstract artist, a concrete analyst, and a ruthless bookie. I wave, dodge, and frolic, yet my bills are all paid. I have won bullfights in San Juan, cliff-diving competitions in Sri Lanka, and spelling bees at the Kremlin. I have played Hamlet, I have performed open-heart surgery, and I have spoken with Elvis.
But I have not yet gone to college. (查看原文)
researchers change the causal variables of interest (say, the availability of college financial aid) for a group selected using something like a coin toss. (查看原文)
5- The book is very well written, introduces causal inference to the general public, and tells you by what most non-theoretical economists are occupied every day.
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...
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李承灏
格致出版社2019版
Ivan
格致出版社2019版
4 有用 Axé 2019-11-12 05:00:17
比harmless要少一些技术的东西，以及mastering的意思是用功夫熊猫功夫梗和类比，真是太可爱了。
9 有用 Miss Coconut 2016-04-12 09:44:09
文笔真不错，比Mostly Harmless好读多了，还加了好多故事。每一章之前都有功夫quote，真不容易……TIL 第一个使用DID的人叫John Snow……Jon，你不是什么都不知道么！
13 有用 小实 2014-12-30 23:16:08
想知道什么是随机试验、回归、工具变量、断点回归和双重差分吗？想用最直观的语言描述缺省变量误差、错误计量误差、bad controls等等计量细节吗？想一周内掌握上述高阶研究方法和技术吗？读Mastering 'Metrics吧！一旦拥有，别无他求。
2 有用 [已注销] 2016-06-01 14:10:46
5- The book is very well written, introduces causal inference to the general public, and tells you by what most non-theoretical economists are occupied every day.
1 有用 Ber 2017-03-04 00:11:52
计量经济学新手村通关...