Real econometrics : the right tools to answer important questions

書誌事項

Real econometrics : the right tools to answer important questions

Michael A. Bailey

Oxford University Press, c2017

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注記

Includes bibliographical references (p. 559-567) and index

内容説明・目次

内容説明

An engaging and practical introduction to econometrics, Real Econometrics: The Right Tools to Answer Important Questions provides thorough coverage of the most frequently used methods of analysis and a diverse array of examples and case studies. Grounded in contemporary understandings of causal inference, the text invites students to see how econometric tools can help answer interesting questions ranging from whether police reduce crime, to how drinking affects students' grades, and to whether or not tall people make higher wages. This emphasis on practical applications, combined with a lively and conversational narrative, provides students with a solid foundation in the analytical tools they will use throughout their academic and professional careers.

目次

Chapter 1. The Quest for Causality Chapter 2. Stats in the Wild: Good Data Practices Part I: The OLS Framework Chapter 3. Bivariate OLS: The Foundation of Econometric Analysis Chapter 4. Hypothesis Testing and Interval Estimation: Answering Research Questions Chapter 5. Multivariate OLS: Where the Action Is Chapter 6. Dummy Variables: Smarter Than You Think Chapter 7. Transforming Variables, Comparing Variables Part II: The Contemporary Econometric Toolkit Chapter 8. Using Fixed Effects Models to Fight Endogeneity in Panel Data and Difference-in-Difference Models Chapter 9. Instrumental Variables: Using Exogenous Variation to Fight Endogeneity Chapter 10. Experiments: Dealing with Real-World Challenges Chapter 11. Regression Discontinuity: Looking for Jumps in Data Part III: Limited Dependent Variables Chapter 12. Dummy Dependent Variables Part IV: Advanced Material Chapter 13. Time Series: Dealing with Stickiness over Time Chapter 14. Advanced OLS Chapter 15. Advanced Panel Data Chapter 16. Conclusion: How to Be an Econometric Realist Appendices Citations and Additional Notes Guide to Selected Discussion Questions Bibliography Glossary Index

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