Mostly harmless econometrics: an empiricist's companion
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Princeton [u.a.]
Princeton Univ. Press
2009
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literatur- und Quellenverz. S. [335] - 359. - Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XIII, 373 S. Ill., graph. Darst. |
| ISBN: | 9780691120348 9780691120355 |
Staff View
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Record in the Search Index
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| 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
|
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| author | Angrist, Joshua D. 1960- Pischke, Jörn-Steffen 1962- |
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| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| language | English |
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| physical | XIII, 373 S. Ill., graph. Darst. |
| publishDate | 2009 |
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| publisher | Princeton Univ. Press |
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| 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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Indexes
THWS Würzburg Zentralbibliothek Lesesaal
| Call Number: |
1000 QH 300 A593 |
|---|---|
| Copy 1 | ausleihbar Available Place a Hold |