Mostly harmless econometrics : an empiricist's companion /
por Joshua David Angrist e Jörn-Steffen Pischke. --
- Nova Jersey, EUA : Princeton University Press, 2009.
- 373 p.
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 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 Mouton Factor Last Words Acronyms and Abbreviations Empirical Studies Index References Index