Teaching an introductory course on Econometrics? We have you covered!
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 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.
Coming Soon: Metrics Remastered. Check back here for more information when available.
From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an accessible and fun guide to the essential tools of econometric research
From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an irreverent guide to the essentials of econometrics