Mostly harmless econometrics: an empiricist's companion
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Princeton [u.a.]
Princeton Univ. Press
2009
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literatur- und Quellenverz. S. [335] - 359. - Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XIII, 373 S. Ill., graph. Darst. |
| ISBN: | 9780691120348 9780691120355 |
Internformat
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Datensatz im Suchindex
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| DE-BY-FWS_katkey | 449058 |
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| _version_ | 1806173739714347008 |
| adam_text | CONTENTS
ІІІІІІІІІІІІІІІІІІІІШШІІІШІІІІІІШШІІІІІІІІШІїЛіІїШіЛіШІИШШІІІШІКШІІІШІІІІІІШШІІІІІ
List of
Figures
vii
List of Tables
ix
Preface
xi
Acknowledgments
xv
Organization of This Book
xvii
I PRELIMINARIES
ι
1
Questions about Questions
3
2
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
4
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
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
7
Quantile Regression
269
7.1
The Quantile Regression Model
270
7.2
IV Estimation of Quantile Treatment Effects
283
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
|
| any_adam_object | 1 |
| author | Angrist, Joshua D. 1960- Pischke, Jörn-Steffen 1962- |
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| callnumber-subject | HB - Economic Theory and Demography |
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| ctrlnum | (OCoLC)231586808 (DE-599)BVBBV035243026 |
| dewey-full | 330.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/5195 |
| dewey-search | 330.01/5195 |
| dewey-sort | 3330.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| institution | BVB |
| isbn | 9780691120348 9780691120355 |
| language | English |
| lccn | 2008027917 |
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| physical | XIII, 373 S. Ill., graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Princeton Univ. Press |
| record_format | marc |
| spellingShingle | Angrist, Joshua D. 1960- Pischke, Jörn-Steffen 1962- Mostly harmless econometrics an empiricist's companion Ökonometrie (DE-588)4132280-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4129903-6 |
| title | Mostly harmless econometrics an empiricist's companion |
| title_auth | Mostly harmless econometrics an empiricist's companion |
| title_exact_search | Mostly harmless econometrics an empiricist's companion |
| title_full | Mostly harmless econometrics an empiricist's companion Joshua D. Angrist and Jörn-Steffen Pischke |
| title_fullStr | Mostly harmless econometrics an empiricist's companion Joshua D. Angrist and Jörn-Steffen Pischke |
| title_full_unstemmed | Mostly harmless econometrics an empiricist's companion Joshua D. Angrist and Jörn-Steffen Pischke |
| title_short | Mostly harmless econometrics |
| title_sort | mostly harmless econometrics an empiricist s companion |
| title_sub | an empiricist's companion |
| topic | Ökonometrie (DE-588)4132280-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Ökonometrie Regressionsanalyse |
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Inhaltsverzeichnis
THWS Würzburg Zentralbibliothek Lesesaal
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1000 QH 300 A593 |
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| Exemplar 1 | ausleihbar Verfügbar Bestellen |