Joshua D. Angrist

From Joshua Angrist, winner of the Nobel Prize in Economics - 2021, and Jörn-Steffen Pischke, an irreverent guide to the essentials of econometrics Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression, as well as how to get standard errors right. It is suitable for...

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 humour, Mastering 'Metrics presents the essential tools of econometric research and demonstrates why econometrics is exciting and useful. The five most valuable econometric...