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Mostly Harmless Econometrics: An Empiricist's Companion

4.02  ·  Rating details ·  444 Ratings  ·  24 Reviews
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? Shoul ...more
ebook, 392 pages
Published December 15th 2008 by Princeton University Press
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Mar 30, 2009 rated it really liked it  ·  review of another edition
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 econometrics 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 t ...more
Jun 11, 2010 rated it it was ok  ·  review of another edition
I tried using this as a companion/study guide for studying for a comprehensive exam, and it didn't seem to take. I appreciate their desire to put forth a re-conceptualization of practical econometrics, but the outcome is scarcely more readable than a textbook, despite the marketing. You need much more math than they let on to have any idea what they are talking about; it's almost as if this is for advanced practitioners and teachers of econometrics, not students. Maybe as I gain more experience ...more
The professor of my econometrics class last semester (the first econometrics class I'd ever taken) recommended this book as a supplement to class/our textbook. The book takes a lighthearted (at times humorous) approach, and does a good job explaining the big picture. However, it seems to not really be for people who have taken only one class in the subject, so I spent a lot of time either going back through the textbook or just plain confused. It's clearly a very good resource, but I would have ...more
Jul 19, 2015 rated it it was amazing  ·  review of another edition
Shelves: economía
Este es un libro indispensable para todo científico social interesado en el análisis empírico de corte econométrico. De gran claridad al explicar los conceptos y los posibles problemas a los que se enfrentan quienes hacen investigación aplicada, así como las soluciones que existen a dichos problemas. Todo ello con una prosa sumamente agradable y a bastante divertida por la cantidad de referencias a películas y novelas de ciencia ficción.

Sumamente recomendable.
Kw Estes
A decent book if you already know your econometrics. Don't be fooled by the title and other playful aspects of the book's presentation though--it is a serious econometrics book and not for beginners.
Not too technical, has plenty of advice for empiricists, quite funny sometimes, too. Works better as a complement, starts out simple but later still assumes quite some basic background in econometrics, naturally so as the problems become harder and bigger. Leaves out a bunch of things to keep the book short, but makes me scratch my head since I want to know in details what was going on behind.

Oh well, in general a decent read, except for the little bit extreme idea that all you need in econometr
Alec Myres
Dec 14, 2012 rated it really liked it  ·  review of another edition
Great companion to a normal econometrics textbook. I used this in my second semester of econometrics and it was helpful to have explanations and a bit of a narrative in addition to just equations and proofs. Helps make good sense of the subject.
May 31, 2012 rated it really liked it  ·  review of another edition
A good book, but you definitely need to know econometrics before diving into this one. So it's not "pop economics" like Freakonomics. There's a decent review also at the Econometrics Books website.
Jan 01, 2014 rated it it was amazing  ·  review of another edition
This is the book of common prayer for econometrics. Although, to be honest, it's more useful than that.

Seriously, this book is an actually funny to read book which clearly runs through a lot of important concepts in statistics for the social sciences.

Giuseppe Burtini
May 10, 2017 rated it really liked it  ·  review of another edition
Hard read, but a valuable look at modern econometric techniques like differences in differences, discontinuity designs and quantile methods.
Tobias Wolf
Well, the general framing of this book is just awful. Having no prior knowledge of econometrics and reading it is a pure waste of time as it assumes a great amount of a priori knowledge. Therefore I consider it to be extremely problematic that nowhere in the beginning the target audience is clearly defined. And even if you have a decent amount of knowledge in econometrics this is not going to be easy. To be honest I read this book while working through Woolridge's famous Econometric Analysis of ...more
Feb 14, 2013 rated it really liked it  ·  review of another edition
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
Tac Anderson
Jul 10, 2013 rated it really liked it  ·  review of another edition
This was a recommendation from my manager at work to our team and it's possibly the last book recommendation of his I take. I give this book a four, because the fact that I could understand as much of the book as I did, is a true testament to the authors. This book was way above my level of analysis but I found myself (mostly) able to understand the principles discussed. And any non-fiction book that liberally references and quotes Douglas Adams as much as this book did automatically get's 4 sta ...more
Feb 10, 2013 marked it as to-read  ·  review of another edition
When I saw the words "Bayesian" and "Monte Carlo" I pictured my father-in-law, esteemed member of the Royal Statistical Society, lecturing my poor husband, and realized that I should stick with Freakonomics-level books. I'll have a look, though. I think I understand Monte Carlo a little...
Frans Saxén
Jan 24, 2016 rated it really liked it  ·  review of another edition
This is a most enjoyable intuitive guide to econometrics and inference. The book does an excellent job of explaining the subtleties of making inference based on less than ideal data from more or less experimental sources.
Jan 20, 2014 rated it it was amazing  ·  review of another edition
As his other brother I couldn't agree more...
Mohd Fahrulradzi Bukhari
Brilliant book for aspiring empiricists everywhere. The casual approach adopted by angrist and pischke made it easier to read (as far as econometrics is readable I suppose)
Blake Heller
Misleading title.
Misha Angrist
Sep 10, 2011 rated it it was amazing  ·  review of another edition
Okay so my brother wrote it and I didn't understand a lot of it. But if you liked Freakonomics and want to geta bit more technical, it's totally for you.
Dec 10, 2011 rated it really liked it  ·  review of another edition
did not actually finish this one...
Aaron Kearsley
rated it it was ok
Jul 29, 2010
Jeffrey Shrader
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Jun 16, 2016
Kashif Nazir
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Sep 26, 2016
rated it it was amazing
Dec 03, 2016
Tariq Bin
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Aug 12, 2013
Erin Mcguire
rated it it was amazing
Dec 31, 2013
rated it really liked it
Aug 17, 2017
rated it it was amazing
Apr 18, 2016
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“spend our days happily perusing regression output, in the manner of our teachers and advisers in college and graduate school. This chapter explains why.” 0 likes
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