Overview
Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.
Full Product Details
Author: Myoung-jae Lee (Professor of Economics, Professor of Economics, Korea University, Seoul)
Publisher: Oxford University Press Inc
Imprint: Oxford University Press Inc
Dimensions:
Width: 15.50cm
, Height: 1.30cm
, Length: 23.10cm
Weight: 0.358kg
ISBN: 9780190258740
ISBN 10: 0190258748
Pages: 280
Publication Date: 23 June 2016
Audience:
College/higher education
,
Professional and scholarly
,
Tertiary & Higher Education
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: To order
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.
Reviews
Lee has done it again with a highly accessible and thorough applied econometrics book. Empirical researchers and graduate students alike will benefit from his clear explanations of the most widely used methods to analyze treatment effects, including difference in differences, matching, and regression discontinuity. This book will be required reading for my graduate-level applied statistics class. -- Gordon B. Dahl, Professor of Economics, University of California, San Diego This book provides a nice concise summary of econometric methods for causal analyses that are rapidly growing in popularity. The material is presented in a straightforward style that will appeal to applied readers who just want to know what each estimator is, and what it does. -- Arthur Lewbel, Department of Economics, Boston College
...an excellent reference for both graduate students and researchers working in the field of microeconometrics. -- MathSciNet Lee has done it again with a highly accessible and thorough applied econometrics book. Empirical researchers and graduate students alike will benefit from his clear explanations of the most widely used methods to analyze treatment effects, including difference in differences, matching, and regression discontinuity. This book will be required reading for my graduate-level applied statistics class. -- Gordon B. Dahl, Professor of Economics, University of California, San Diego This book provides a nice concise summary of econometric methods for causal analyses that are rapidly growing in popularity. The material is presented in a straightforward style that will appeal to applied readers who just want to know what each estimator is, and what it does. -- Arthur Lewbel, Department of Economics, Boston College
Author Information
Professor Myoung-jae Lee is an econometrician/statistician in Korea University. He received his Ph.D. in economics from University of Wisconsin-Madison in 1989. Since then, he published about 60 papers in economic and statistic journals as well as top-rated journals in other fields, including Econometrica, Journal of the Royal Statistical Society (Series B), Journal of Econometrics, Transportation Research (Part B), and Sociological Methods & Research. He also published four single-authored micro-econometric books from Springer, Academic Press and Oxford University Press on limited dependent variables, panel data and treatment effect analysis.
