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Angrist, Joshua David.

Mostly harmless econometrics : an empiricist's companion / Joshua D. Angrist and Jörn-Steffen Pischke. - Princeton : Princeton University Press, c2009. - xiii, 373 p. : ill. ; 22 cm.

Includes bibliographical references (p. [339]-359) and index.

Part I: Preliminaries --
1. Questions About Questions --
2. The Experimental Ideal --
Part II: The Core --
3. Making Regression Make Sense --
4. Instrumental Variables In Action: Sometimes You Get What You Need --
5. Parallel Worlds: Fixed Effects, Differences-In-Differences, And Panel Data Dependent Variables --
Part III: Extensions --
6. Getting A Little Jumpy: Regression Discontinuity Designs --
7. Quantile Regression --
8. Nonstandard Standard Error Issues.


In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.



ISBN: 9780691120348 (hardcover : alk. paper) 069112034X (hardcover : alk. paper) 9780691120355 (pbk. : alk. paper) 0691120358 (pbk. : alk. paper)

LCCN: 2008027917

Subjects--Topical Terms:
Econometrics.
Regression analysis.

LC Class. No.: HB139 / .A54 2009

Dewey Class. No.: 330.015195 ANM / 2009