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Mostly Harmless Econometrics : An Empiricist's Companion.

By: Contributor(s): Material type: TextPublisher: Princeton : Princeton University Press, 2009Copyright date: ©2009Edition: 1st edDescription: 1 online resource (392 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781400829828
Subject(s): Genre/Form: DDC classification:
  • 330.015195
Online resources:
Contents:
Intro -- Contents -- List of Figures -- List of Tables -- Preface -- Acknowledgments -- Organization of This Book -- I: PRELIMINARIES -- 1 Questions about Questions -- 2 The Experimental Ideal -- 2.1 The Selection Problem -- 2.2 Random Assignment Solves the Selection Problem -- 2.3 Regression Analysis of Experiments -- II: THE CORE -- 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 -- 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 -- 5 Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data -- 5.1 Individual Fixed Effects -- 5.2 Differences-in-Differences -- 5.3 Fixed Effects versus Lagged Dependent Variables -- 5.4 Appendix: More on Fixed Effects and Lagged Dependent Variables -- III: EXTENSIONS -- 6 Getting a Little Jumpy: Regression Discontinuity Designs -- 6.1 Sharp RD -- 6.2 Fuzzy RD Is IV -- 7 Quantile Regression -- 7.1 The Quantile Regression Model -- 7.2 IV Estimation of Quantile Treatment Effects -- 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 -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- Y -- Z.
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Intro -- Contents -- List of Figures -- List of Tables -- Preface -- Acknowledgments -- Organization of This Book -- I: PRELIMINARIES -- 1 Questions about Questions -- 2 The Experimental Ideal -- 2.1 The Selection Problem -- 2.2 Random Assignment Solves the Selection Problem -- 2.3 Regression Analysis of Experiments -- II: THE CORE -- 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 -- 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 -- 5 Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data -- 5.1 Individual Fixed Effects -- 5.2 Differences-in-Differences -- 5.3 Fixed Effects versus Lagged Dependent Variables -- 5.4 Appendix: More on Fixed Effects and Lagged Dependent Variables -- III: EXTENSIONS -- 6 Getting a Little Jumpy: Regression Discontinuity Designs -- 6.1 Sharp RD -- 6.2 Fuzzy RD Is IV -- 7 Quantile Regression -- 7.1 The Quantile Regression Model -- 7.2 IV Estimation of Quantile Treatment Effects -- 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 -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- Y -- Z.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2025. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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