Mostly Harmless Econometrics : An Empiricist's Companion /

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 add...

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Detalles Bibliográficos
Autor principal: Angrist, Joshua David
Otros Autores: Pischke, Jörn-Steffen
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2009.
Colección:Book collections on Project MUSE.
Temas:
Regressionsanalys.
Ekonometri.
Ekonometriska modeller.
Análise de regressão e de correlação.
Econometria.
Regressieanalyse.
Econometrie.
Regressionsanalyse
Ökonometrie
Regression analysis.
Econometrics.
BUSINESS & ECONOMICS > Statistics.
BUSINESS & ECONOMICS > Econometrics.
Analyse de regression.
Économetrie.
Regression Analysis
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • I: PRELIMINARIES
  • 1 Questions about Questions
  • 2 The Experimental Ideal
  • 2.1 The Selection Problem
  • 2.2 Random Assignment Solves the Selection Problem
  • 2.3 Regression Analysis of Experiments
  • II: THE CORE
  • 3 Making Regression Make Sense
  • 3.1 Regression Fundamentals
  • 3.2 Regression and Causality
  • 3.3 Heterogeneity and Nonlinearity
  • 3.4 Regression Details
  • 3.5 Appendix: Derivation of the Average Derivative Weighting Function
  • 4 Instrumental Variables in Action: Sometimes You Get What You Need
  • 4.1 IV and Causality
  • 4.2 Asymptotic 2SLS Inference
  • 4.3 Two-Sample IV and Split-Sample IV
  • 4.4 IV with Heterogeneous Potential Outcomes
  • 4.5 Generalizing LATE
  • 4.6 IV Details
  • 4.7 Appendix
  • 5 Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data
  • 5.1 Individual Fixed Effects
  • 5.2 Differences-in-Differences
  • 5.3 Fixed Effects versus Lagged Dependent Variables
  • 5.4 Appendix: More on Fixed Effects and Lagged Dependent Variables
  • III: EXTENSIONS
  • 6 Getting a Little Jumpy: Regression Discontinuity Designs
  • 6.1 Sharp RD
  • 6.2 Fuzzy RD Is IV
  • 7 Quantile Regression
  • 7.1 The Quantile Regression Model
  • 7.2 IV Estimation of Quantile Treatment Effects
  • 8 Nonstandard Standard Error Issues
  • 8.1 The Bias of Robust Standard Error Estimates
  • 8.2 Clustering and Serial Correlation in Panels
  • 8.3 Appendix: Derivation of the Simple Moulton Factor
  • Last Words.

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