Cited by 9,467Advanced Causal Inference TechniquesSpatial and Panel Data AnalysisStatistics Education and Methodologies

Mostly Harmless Econometrics: An Empiricist's Companion

Angrist, Joshua D., Pischke, Jörn-Steffen·2009·Princeton University Press eBooks

Abstract

The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arrested? How much does education raise wages? Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak.In addition to econometric essentials, Mostly Harmless Econometrics covers important new extensions--regression-discontinuity designs and quantile regression--as well as how to get standard errors right. Joshua Angrist and Jorn-Steffen Pischke explain why fancier econometric techniques are typically unnecessary and even dangerous. The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social science. An irreverent review of econometric essentials A focus on tools that applied researchers use most Chapters on regression-discontinuity designs, quantile regression, and standard errors Many empirical examples A clear and concise resource with wide applications

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Crossref · 10.1515/9781400829828

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Authors
Angrist, J. D., & Pischke, J.-S.
Venue
Princeton University Press eBooks
Published
2009-12-31
OpenAlex
W2577227262
Cited by
9,467
References
173
Citations by year
2026: 1243 · 2025: 1060 · 2024: 736 · 2023: 670 · 2022: 615 · 2021: 607 · 2020: 577 · 2019: 542 · 2018: 553 · 2017: 457 · 2016: 455 · 2015: 459 · 2014: 432 · 2013: 363 · 2012: 277
FWCI
38.43
Type
book
Language
en
Open access
closed
Locations
Princeton University Press eBooks (publishedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
  • Physical Sciences › Mathematics › Statistics and Probability › Statistics Education and Methodologies
Keywords
applied econometrics, linear regression, instrumental variables, natural experiment, difference-in-differences, regression discontinuity design, quantile regression, standard errors, causal inference, econometric methodology

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