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Mostly Harmless Econometrics: An Empiricist's Companion (Englisch) Taschenbuch – 15. Dezember 2008

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Pressestimmen


[T]he matter covered in the book is surely of interest to most agricultural economists. Even if it is not a complete overview of existing econometric research methods, it certainly contains a good deal of hands on advice driven by years of experience. -- European Review of Agricultural Economics


[T]he matter covered in the book is surely of interest to most agricultural economists. Even if it is not a complete overview of existing econometric research methods, it certainly contains a good deal of hands on advice driven by years of experience. -- "European Review of Agricultural Economics

A quirky and thought-provoking read for any budding econometrician. . . . Insightful and refreshing.--James Davidson "Times Higher Education "

I'd recommend it to the entire range of empirical economists, from those still in training to those who, like me, have only a hazy memory of statistical theory and stick to our tried and tested methods of estimation . . . an excellent guide to how to do basic regression/IV/panel data estimation really well. In particular, it demonstrates through many examples how to bring about a happy marriage between one's underlying model and the data which might or might not confirm the researcher's hypotheses.--Diane Coyle "The Enlightened Economist Blog "

The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social sciences.--Pavel Stoynov "Zentralblatt MATH "

This book is an extremely thought-provoking contribution to the literature. It champions a different paradigm to that characterising most econometrics texts and does so with considerable (idiosyncratic) style and grace. Highly recommended!--David Harris and Christopher L. Skeels "Economic Record "


A quirky and thought-provoking read for any budding econometrician. . . . Insightful and refreshing.
--James Davidson "Times Higher Education "


I'd recommend it to the entire range of empirical economists, from those still in training to those who, like me, have only a hazy memory of statistical theory and stick to our tried and tested methods of estimation . . . an excellent guide to how to do basic regression/IV/panel data estimation really well. In particular, it demonstrates through many examples how to bring about a happy marriage between one's underlying model and the data which might or might not confirm the researcher's hypotheses.
--Diane Coyle "The Enlightened Economist Blog "


The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social sciences.
--Pavel Stoynov "Zentralblatt MATH "


This book is an extremely thought-provoking contribution to the literature. It champions a different paradigm to that characterising most econometrics texts and does so with considerable (idiosyncratic) style and grace. Highly recommended!
--David Harris and Christopher L. Skeels "Economic Record "

"A quirky and thought-provoking read for any budding econometrician. . . . Insightful and refreshing."--James Davidson, "Times Higher Education"

"I'd recommend it to the entire range of empirical economists, from those still in training to those who, like me, have only a hazy memory of statistical theory and stick to our tried and tested methods of estimation . . . an excellent guide to how to do basic regression/IV/panel data estimation really well. In particular, it demonstrates through many examples how to bring about a happy marriage between one's underlying model and the data which might or might not confirm the researcher's hypotheses."--Diane Coyle, "The Enlightened Economist Blog"

"The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social sciences."--Pavel Stoynov, "Zentralblatt MATH"

"[T]he matter covered in the book is surely of interest to most agricultural economists. Even if it is not a complete overview of existing econometric research methods, it certainly contains a good deal of hands on advice driven by years of experience."--"European Review of Agricultural Economics"

"This book is an extremely thought-provoking contribution to the literature. It champions a different paradigm to that characterising most econometrics texts and does so with considerable (idiosyncratic) style and grace. Highly recommended!"--David Harris and Christopher L. Skeels, "Economic Record"

Synopsis

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.

This book features: an irreverent review of econometric essentials; focus on tools that applied researchers use most; chapters on regression-discontinuity designs, quantile regression, and standard errors; many empirical examples; and, a clear and concise resource with wide applications.

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Format: Taschenbuch
True, this book is not meant to be an introduction to econometrics and I agree that you should already have a sound knowledge of undergraduate econometrics (e.g. at the level of Wooldridge). If you already know what OLS and IV are supposed to mean, then you are ready to read this book.

Anyway, the book does never claim to be an easy starter, but rather an "empiricist's companion". Thus, the book should be measured against the claim of being a book helpful for people who are doing research with actual data. Anyone who has ever read a book on econometrics knows that most of these books are actually written by researchers who are doing econometrics WITHOUT any data at all, or as if econometrics was not about data analysis in the end. I guess that's why most students have a hard time bringing the methods to the data (even if they grasp the theory). This book is different from most (actually all) other econometric books I know because it assumes that you mainly want to apply econometric methods to answer some interesting and substantive question in a convincing way.

Even though this focus is very different from the focus of most other econometric books, it actually mirrors what applied researchers actually do. This is true for labor economists most notably, but also for an increasing number of social scientists from other fields such as development economics, health economics, sociology and political science. For example, you will learn about regression discontinuity designs and quantile regression models. These methods are used increasingly in applied research. Nonetheless, "conventional" econometrics texts usually don't say much if anything about these methods.

Overall, anyone who wants to do serious empirical work and has the required background will find this book not only a very valuable resource, but also an entertaining one. This, I think, is more than you can hope for from a book about econometrics.
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Format: Taschenbuch
Wichtig: "Mostly Harmless Econometrics" ist kein Lehrbuch für Ökonometrie-Anfänger, sondern richtet sich an die fortgeschrittenen und vor allen Dingen angewandten Wirtschaftsforscher (also vor allem an Doktoranden und Masterstudenten mit entsprechendem Background). Anfänger sollten lieber zu den Büchern von Woolridge, Stock/Watson (beide englisch) oder von Auer (deutsch) greifen. Vorrausgesetzt werden grundlegende statistische Begriffe (Unverzerrheit, Konsistenz,...) und Schätzverfahren (eine ungefähre Vorstellung von Instrumentvariablen sollte man haben).

Der rote Faden, der sich durch das ganze Buch zieht, ist im Grunde genommen "Wie kann ich einen kaualen Effekt durch eine clever designte Studie aufdecken?". Dazu werden die Schätzmethoden Ordinary Least Squares (Kleinste Quadrate), Instrumentvariablen, Regression Discontinuity Design, Differences-in-Differences und Quantilregression vorgestellt und in einem letzten Kapital werden noch einige häufige Probleme mit der Schätzung von Standardfehlern (z. B. Cluster) angesprochen. Der Fokus liegt dabei stets auf der Anwendung, auf genaue Beweise und in der Praxis selten anzutreffende Konzepte wird weniger Bezug genommen. Ein Beispiel dafür z. B. das Fehlen von Modellen mit mehreren simultanen Gleichungssystemen und die im Gegenzug sorgfältige Betrachtung der "Weak Instruments"-Problematik.

Der Stil ist recht locker und nimmt desöfteren Bezug auf Douglas Adams (daher auch der Titel). Außerdem gibt es zu jedem wichtigen Thema auch ein Beispiel in Form eines (i. d. R. sehr bekannten) Forschungspapers, das vorgestellt und anhand dessen die Problematik verdeutlicht wird.

Alles in allem sehr rund, auch wenn die Thematik naturgemäß nicht die einfachste ist und man mehr Zeit mit dem Buch verbringt als es zunächst aussieht. Aber es lohnt sich!
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Von Nora H. am 3. Dezember 2015
Format: Taschenbuch Verifizierter Kauf
This is a graduate/post graduate level econometrics book. It is used as a coursebook in quite a few places, but in my opinion it is more of an interesting guide for someone doing empirical research rather than a textbook. For learning econometric techniques and stuff there are better textbooks out there, but for a fun read about how to do research - this is great. Recommend!
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