Mostly Harmless Econometrics: An Empiricist's Companion

by Joshua D. Angrist and Jorn-Steffen Pischke
Mostly Harmless Econometrics: An Empiricist's Companion cover
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  • ID: 8261
  • Added: 2025-12-21
  • Updated: 2025-12-21
  • Reviews: 3
Reviews
Mostly Harmless Econometrics · 2025-12-21
practical 4.00

This book stands out for its practical approach to econometrics, offering real-world solutions to everyday problems. It's praised for its engaging and irreverent style.

This book is a breath of fresh air in the often dry field of econometrics. It's not just about theory; it's about practical tools that researchers use every day. The authors have a knack for explaining complex concepts in a way that's both accessible and engaging. They don't shy away from the messy reality of data analysis, which makes the book feel more relevant and useful. However, it's worth noting that the book's focus on practicality means it might not delve as deeply into theoretical aspects as some readers might expect.

Quick quotes

    Interesting and unusual, this is an econometrics book with attitude.

    It offers real answers and suggestions to problems faced daily by those engaged in the field.

    An irreverent review of econometric essentials.

Sage Journals · A Gelman · 2009-02-02
clear 4.50

The book is commended for its clear explanations of direct regression and various methods like instrumental variables and discontinuity analysis. It's seen as a valuable resource for applied researchers.

A Gelman highlights the book's strength in explaining complex econometric methods in a clear and understandable way. The focus on direct regression and other practical tools makes it a valuable resource for applied researchers. The book's ability to bridge the gap between theory and practice is particularly noteworthy. However, Gelman also points out that the book's sharp focus on certain methods means it might not cover all aspects of econometrics that some readers might be interested in.

Quick quotes

    Angrist and Pischke explain how direct regression works.

    They discuss how various methods such as instrumental variables and discontinuity analysis can be applied.

    This article reviews Mostly Harmless Econometrics: An Empiricist's Companion, by Joshua D. Angrist and Jörn-Steffen Pischke.

Statmodeling · 2009-02-02
focused 3.50

While the book is praised for its focus, it's criticized for not spending enough time on model building. The reviewer appreciates the book's practical approach but wishes it covered a broader range of topics.

The reviewer appreciates the book's sharp focus on practical tools and methods, which makes it a valuable resource for applied researchers. However, they also note that this focus comes at a cost. The book spends relatively little time on model building, which is a crucial aspect of econometrics. This omission might leave some readers feeling like they're missing a piece of the puzzle. Despite this criticism, the reviewer acknowledges that the book's practical approach is one of its strongest assets.

Quick quotes

    My main criticism of the book is that, in keeping their sharp focus, the authors spend almost no time discussing model building.

    They discuss how various methods such as instrumental variables and discontinuity analysis can be applied.

    This article reviews Mostly Harmless Econometrics: An Empiricist's Companion, by Joshua D. Angrist and Jörn-Steffen Pischke.

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