《Mostly Harmless Econometrics》作者：Joshua D. Angrist / Jörn-Steffen Pischke【PDF】

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内容简介：

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.

作者简介：

Joshua D. Angrist is professor of economics at the Massachusetts Institute of Technology. Jorn-Steffen Pischke is professor of economics at the London School of Economics and Political Science.

Josh Angrist (Master Joshway) is the Ford Professor of Economics at MIT, a co-director of MIT's School Effectiveness and Inequality Initiative, and a Research Associate at the National Bureau of Economic Research. Angrist received his B.A. from Oberlin College and completed his Ph.D. in Economics at Princeton in 1989. He taught at the Hebrew University of Jerusalem and Harvard before coming to MIT in 1996. His research interests include the economics of education, the labor market, and econometric methods for program and policy evaluation. Many of Angrist's research studies use data from other countries, but he does not especially like to travel and prefers to get data in the mail. He is a Fellow of the American Academy of Arts and Sciences and The Econometric Society. For fun, Master Joshway enjoys activities like biking, skiing, and teaching.