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Mostly Harmless Econometrics: An Empiricist's Companion (2009)

by Joshua D. Angrist(Favorite Author)

3.91 of 5 Votes: 4

ISBN

0691120358 (ISBN13: 9780691120355)

languge

English

genre

Nonfiction

publisher

Princeton University Press

review 1: I havent read this entire book. So far just the sections of it that pertained to things I was working on, which is maybe a third of it. Its on my desk at work and I still look at it sometimes. Good reference book.Pros: Funny, big focus on causal social science framework, up to date with newer econometric techniques, authors know their shit.Cons: Too much matrix algebra, not enough applied focus, basically no coding examples. I have a computer that runs the models. I dont care that much about the matrix algebra proofs. Still, my second favorite reference book.
review 2: Before I say anything about this book, here are some snippets of the back-cover praise: "This pathbreaking book... clever and funny..." (Robinson), "Interesting and unusual, this is an econometr... moreics book with attitude" (Imbens), "A well-written and very quirky take on econometric practice" (Ashenfelter). Um, did these people read the same book I just read? Quirky? Attitude? Where? The only quirky thing about this book is that the authors stick a Douglas Adams quote from the Hitchiker's Guide to the Galaxy at the beginning of each chapter with an accompanying illustration. And they throw in a colloquial phrase here and there. The "funny" is totally lost on me. This book is basically a straight-up abridged econometrics textbook. Taking it for what it is (I suppose I can't blame the authors for a marketing strategy gone wrong...), I thought it was a very good econometrics guide. Each concept was explained very clearly and in depth, and the book helped get at the intuition behind each concept. I thought the examples were great, and I appreciated the thoughtful discussions about the limitations of each method and disagreements that exist in this field. I read most of it alongside a course I was taking, and I highly recommend it for this purpose, or for someone already familiar with the topics and trying to solidify their understanding of them. (Just don't expect a funny, unusual, very quirky book with attitude!) less

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