Mastering 'metrics: The Path from Cause to Effect

基本信息

作者: * David Angrist

Paperback: 304頁

出版社: Princeton University Press (2014年12月21日)

語種: 英語

ISBN: 9780691152844                                       

產品尺寸及重量: 216 x 139 x 19 (mm) | 358g

頁面參數僅供參考，具體以實物為準

書籍簡介

應用計量經濟學的狂熱擁躉們認為，“計量經濟學，就是蕞初的數據科學”。計量經濟學包含了經濟學家在探求人類活動的因果關係時使用的統計學方法。通過淺顯易懂的討論和一系列以電影《功夫熊貓》為線索的幽默故事，《精通計量：從原因到結果的探尋之旅》為計量經濟學研究提供了五個蕞有用的工具，即“蓋世五俠”——隨機實驗、迴歸、工具變量、迴歸斷點設計以及雙重差分。它們依託精心設計的來自真實世界的案例（這些案例都經過了《功夫熊貓》電影中翡翠宮烏龜大師的檢驗）進行闡述。醫療保險讓你變得更健康了嗎？隨機試驗可以提供答案。昂貴的私立大學，或者具有高度選拔性的高中，真的比更為普通的機構更好嗎？迴歸分析和迴歸斷點設計揭示出讓人驚訝的真相。當私人銀行破產在即，儲户擠兑時，中央銀行應該介入並提供救助嗎？對大蕭條時期銀行業危機進行的雙重差分分析，能夠對這個問題給出回答。逮捕辛普森能夠挽救其前妻的生命嗎？工具變量法能指導執法部門對家庭暴力做出蕞優應對。

Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu–themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is exciting and useful.

The five most valuable econometric methods, or what the authors call the Furious Five--random assignment, regression, instrumental variables, regression discontinuity designs, and differences in differences--are illustrated through well-crafted real-world examples (vetted for awesomeness by Kung Fu Panda's Jade Palace). Does health insurance make you healthier? Randomized experiments provide answers. Are expensive private colleges and selective public high schools better than more pedestrian institutions? Regression analysis and a regression discontinuity design reveal the surprising truth. When private banks teeter, and depositors take their money and run, should central banks step in to save them? Differences-in-differences analysis of a Depression-era banking crisis offers a response. Could arresting O. J. Simpson have saved his ex-wife's life? Instrumental variables methods instruct law enforcement authorities in how best to respond to domestic abuse.

Wielding econometric tools with skill and confidence, Mastering 'Metrics uses data and statistics to illuminate the path from cause to effect.

Shows why econometrics is important

Explains econometric research through humorous and accessible discussion

Outlines empirical methods central to modern econometric practice

Works through interesting and relevant real-world examples

作者簡介

喬舒亞·安格里斯特（* D. Angrist），美國麻省理工學院Ford經濟學教授，美國國民經濟研究局研究員，美國藝術與科學院院士，計量經濟學會會員。曾任教於以色列希伯來大學和美國哈佛大學。主要教授勞動經濟學和計量經濟學，研究領域廣泛，涉及教育經濟學、社會實驗、公共項目的計量經濟學方法研究以及政策評估。

約恩-斯特芬·皮施克（Jorn-steffen Pischke），英國倫敦政治經濟學院（LSE）教授，LSE經濟表現中心資深研究員。主要教授勞動經濟學和計量經濟學，研究領域集中於教育政策評估，包括義務教育的收入回報、學期長短對學生成績的影響，以及班級成員間的影響效應等。

* D. Angrist is the Ford Professor of Economics at the Massachusetts Institute of Technology. 

Jorn-Steffen Pischke is professor of economics at the London School of Economics and Political Science. They are the authors of Mostly Harmless Econometrics (Princeton).