MostlyHarmlessEconometrics - (EPUB全文下载)

文件大小：4.46 mb。
文件格式：epub 格式。
书籍内容：

Table of Contents 
 
Title Page
Copyright Page
PREFACE
Acknowledgements
ORGANIZATION OF THIS BOOK
 
Part I - Preliminaries 
Chapter 1 - Questions about Questions
Chapter 2 - The Experimental Ideal
 
2.1 The Selection Problem
2.2 Random Assignment Solves the Selection Problem
2.3 Regression Analysis of Experiments
 
Part II - The Core 
Chapter 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
 
Chapter 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
 
Chapter 5 - Parallel Worlds: Fixed Effects, Differences-in-Differences, and ...
 
5.1 Individual Fixed Effects
5.2 Differences-in-Differences: Pre and Post, Treatment and Control
5.3 Fixed Effects versus Lagged Dependent Variables
5.4 Appendix: More on Fixed Effects and Lagged Dependent Variables
 
Part III - Extensions 
Chapter 6 - Getting a Little Jumpy: Regression Discontinuity Designs
 
6.1 Sharp RD
6.2 Fuzzy RD Is IV
 
Chapter 7 - Quantile Regression
 
7.1 The Quantile Regression Model
7.2 IV Estimation of Quantile Treatment Effects
 
Chapter 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
ACRONYMS AND ABBREVIATIONS
EMPIRICAL STUDIES INDEX
REFERENCES
INDEX
 
Copyright © 2009 by Princeton University Press
Published by Princeton University Press, 41 William Street,Princeton, New Jersey 08540In the United Kingdom: Princeton University Press,6 Oxford Street, Woodstock, Oxfordshire OX20 1TW
 All Rights Reserved
 Library of Congress Cataloging-in-Publication Data
 Angrist, Joshua David.Mostly harmless econometrics : an empiricist’s companion /Joshua D. Angrist, Jörn-Steffen Pischke. p. cm.Includes bibliographical references and index.
ISBN 978-0-691-12034-8 (hardcover : alk. paper)— ISBN 978-0-691-12035-5 (pbk. : alk. paper) 1. Econometrics.
2. Regression analysis. I. Pischke, Jörn-Steffen. II. Title. HB139.A54 2008 330.01’5195—dc22 2008036265
 British Library Cataloging-in-Publication Data is available
 This book has been composed in Sabon with Hel. Neue Cond. family display
 Illustr ............

书籍插图：

以上为书籍内容预览，如需阅读全文内容请下载EPUB源文件，祝您阅读愉快。