Mostly Harmless Econometrics: An Empiricist's Companion
"A quirky and thought-provoking read for any budding econometrician. . . . Insightful and refreshing."--James Davidson,Times Higher Education"I'd recommend it to the entire range of empirical economists, from those still in training to those who, like me, have only a hazy memory of statistical theory and stick to our tried and tested methods of estimation . . . an excellent guide to how to do basic regression/IV/panel data estimation really well. In particular, it demonstrates through many examples how to bring about a happy marriage between one's underlying model and the data which might or might not confirm the researcher's hypotheses."--Diane Coyle,The Enlightened Economist Blog"The applied econometric methods emphasized in this book are easy to use and relevant for many areas of contemporary social sciences."--Pavel Stoynov,Zentralblatt MATH"[T]he matter covered in the book is surely of interest to most agricultural economists. Even if it is not a complete overview of existing econometric research methods, it certainly contains a good deal of hands on advice driven by years of experience."--European Review of Agricultural Economics"This book is an extremely thought-provoking contribution to the literature. It champions a different paradigm to that characterising most econometrics texts and does so with considerable (idiosyncratic) style and grace. Highly recommended!"--David Harris and Christopher L. Skeels,Economic Record