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e-book : Mostly harmless econometrics.

Livre électronique

ANGRIST Joshua D. ; PISCHKE Jörn-Steffen

PRINCETON UNIVERSITY PRESS

2009

392

ECONOMETRIE ; STATISTIQUE DESCRIPTIVE

Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781400829828

Sommaire : List of Figures
List of Tables
Preface
Acknowledgments
Organization of This Book

PART I: Preliminaries

Chapter 1: Questions about Questions

Chapter 2: The Experimental Ideal
2.1 The Selection Problem
2.2 Random Assignment Solves the Selection Problem
2.3 Regression Analysis of Experiments

PART II: The core

Chapter 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

Chapter 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

Chapter 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

PART III: Extensions

Chapter 6: Getting a Little Jumpy: Regression Discontinuity Designs
6.1 Sharp RD
6.2 Fuzzy RD Is IV

Chapter 7: Quantile Regression
7.1 The Quantile Regression Model
7.2 IV Estimation of Quantile Treatment Effects

Chapter 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

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque