Mostly harmless econometrics: an empiricist's companion
Author: Angrist, Joshua D. ; Pischke, Jörn-SteffenPublisher: Princeton University Press, 2009.Language: EnglishDescription: 373 p. : Ill. ; 21 cm.ISBN: 9780691120355Type of document: BookNote: Doriot: for 2020-2021 courses • Tanoto: for 2018-2019 coursesBibliography/Index: Includes bibliographical references and index
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Asia Campus Textbook Collection (PhD) |
HB139 .A64 2009
(Browse shelf) 900250076 |
Available | 900250076 | |||
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Asia Campus Textbook Collection (PhD) |
HB139 .A64 2009
(Browse shelf) 900199636 |
Consultation only | 900199636 | |||
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Europe Campus Main Collection |
HB139 .A64 2009
(Browse shelf) 32419001359984 |
Checked out | 21/04/2023 | 32419001359984 | ||
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Europe Campus Main Collection |
HB139 .A64 2009
(Browse shelf) 32419001265910 |
Checked out | 01/04/2023 | 32419001265910 | ||
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Europe Campus Main Collection |
HB139 .A64 2009
(Browse shelf) 32419001265927 |
Available | 32419001265927 | |||
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Europe Campus Main Collection |
HB139 .A64 2009
(Browse shelf) 32419001265903 |
Available | 32419001265903 |
Doriot: for 2020-2021 courses
Tanoto: for 2018-2019 courses
Includes bibliographical references and index
Digitized
Mostly Harmless Econometrics An Empiricist's Companion Contents List of Figures vii List of Tables ix Preface xi Acknowledgments xv Organization of This Book xvii I PRELIMINARIES 1 1 2 Questions about Questions 3 The Experimental Ideal 11 2.1 The Selection Problem 12 2.2 Random Assignment Solves the Selection Problem 15 2.3 Regression Analysis of Experiments 22 II THE CORE 25 3 Making Regression Make Sense 27 3.1 Regression Fundamentals 28 3.2 Regression and Causality 51 3.3 Heterogeneity and Nonlinearity 68 3.4 Regression Details 91 3.5 Appendix: Derivation of the Average Derivative Weighting Function 110 Instrumental Variables in Action: Sometimes You Get What You Need 113 4.1 IV and Causality 115 4.2 Asymptotic 2SLS Inference 138 4.3 Two-Sample IV and Split-Sample IV 147 4.4 IV with Heterogeneous Potential Outcomes 150 4.5 Generalizing LATE 173 4.6 IV Details 188 4.7 Appendix 216 4 5 Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data 221 5.1 Individual Fixed Effects 221 5.2 Differences-in-Differences 227 5.3 Fixed Effects versus Lagged Dependent Variables 243 5.4 Appendix: More on Fixed Effects and Lagged Dependent Variables 246 III EXTENSIONS 249 6 Getting a Little Jumpy: Regression Discontinuity Designs 251 6.1 Sharp RD 251 6.2 Fuzzy RD Is IV 259 Quantile Regression 269 7.1 The Quantile Regression Model 270 7.2 IV Estimation of Quantile Treatment Effects 283 7 8 Nonstandard Standard Error Issues 293 8.1 The Bias of Robust Standard Error Estimates 294 8.2 Clustering and Serial Correlation in Panels 308 8.3 Appendix: Derivation of the Simple Moulton Factor 323 Last Words 327 Acronyms and Abbreviations 329 Empirical Studies Index 335 References 339 Index 361
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