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视频集锦:论文精讲与重现 | 实证研究设计 | 空间计量 | 动态面板模型 | 直击面板数据模型-Free
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MHE!MHE! 这是一本写给实证分析前线勇士的书。

Mostly Harmless Econometrics;安格里斯特, 皮施克. 基本无害的计量经济学: 实证研究者指南 / (美) 安格里斯特, (美) 皮施克著 ; 郎金焕, 李井奎译.[M]. 2012.」一书各章的实现过程。

对照一下同样的任务同时用四种不同的软件或语言来写,是学习 Python 和 Stata 的绝佳资料。

书评

“Finally – An econometrics book for practitioners! Not only for students, Mostly Harmless Econometricsis a fantastic resource for anyone who does empirical work.”
— Sandra Black, UCLA

“This is a remarkable book–it does the profession a great service by taking knowledge that is usually acquired over many years and distilling it in such a succinct manner.”
— Amitabh Chandra, Harvard Kennedy School of Government

“MHE is a fantastic book that should be read cover-to-cover by any young applied micro economist. The book provides an excellent mix of statistical detail, econometric intuition and practical instruction. The topic coverage includes the bulk of econometric tools used in the vast majority of applied microeconomics. I wish there was an econometric textbook this well done when I was in graduate school.”
— Bill Evans, University of Notre Dame


Mostly Harmless Replication

Synopsis

A bold attempt to replicate the tables and figures from the book Mostly Harmless Econometrics in the following languages:

  • Stata
  • R
  • Python
  • Julia

Chapters

  1. Questions about Questions
  2. The Experimental Ideal
  3. Making Regression Make Sense
  4. Instrumental Variables in Action
  5. Parallel Worlds
  6. Getting a Little Jumpy
  7. Quantile Regression
  8. Nonstandard Standard Error Issues

Getting started

Check out Getting Started in the Wiki for tips on setting up your machine with each of these languages.

Contributions

Feel free to submit pull requests!

   

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Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia. 展开 收起
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