Research Methods for Corporate, Securities, and Financial Law
Mostly Harmless Econometrics: An Empiricist's Companion
Joshua D. Angrist and Jörn-Steffen Pischke
- Year
- 2009
- Venue
- Princeton University Press
- Level
- Introductory
Summary
Presents an applied econometric framework centered on credible causal inference in empirical research. The book explains how regression, instrumental variables, regression discontinuity, differences-in-differences, and related designs can be used to estimate causal effects under explicit identification assumptions.
Citation
Joshua D. Angrist and Jörn-Steffen Pischke. "Mostly Harmless Econometrics: An Empiricist's Companion." Princeton University Press, 2009.
BibTeX
@book{Angrist2009Mostly,
title = {Mostly Harmless Econometrics: An Empiricist's Companion},
author = {Joshua D. Angrist and Jörn-Steffen Pischke},
year = {2009},
publisher = {Princeton University Press},
url = {https://press.princeton.edu/books/paperback/9780691120355/mostly-harmless-econometrics}
}