Last updated on May 24, 2015
Josh Angrist and Steve Pischke have a new book coming out in a few weeks titled Mastering ‘Metrics. From Dave Giles’ blog, which is one of my three* favorite econ blogs:
Mastering ‘Metrics: The Path From Cause to Effect, by Joshua Angrist and Jörn-Steffen Pischke, is to be published by Princeton University Press later this month. This new book from the authors of Mostly Harmless Econometrics is bound to be well received by students and researchers involved in applied empirical economics. My guess is that the biggest accolades will come from those whose interest is in empirical microeconomics.…Apparently the book focuses on:The five most valuable econometric methods, or what the authors call the Furious Five – random assignment, regression, instrumental variables, regression discontinuity designs, and differences in differences.
I know what I’m getting myself for Christmas–and I suspect this new book will rapidly become one of the core texts in my cookbook econometrics class, alongside Angrist and Pischke’s earlier book Mostly Harmless Econometrics.
* The other two being Development Impact (development economics) and Jayson Lusk’s blog (agricultural economics and food policy).