This book is remarkable. Angrist and Pischke excel at spelling out under what conditions regression coefficients have a causal interpretation. They also devote careful attention to more practical issues such as constructing valid standard errors (chap. 8). It is safe to predict that Angrist and Pischke’s uniquely fresh writing style will appeal to a wider audience than that of the standard econometrics textbook.
Statistical Papers
This book is remarkable. Angrist and Pischke excel at spelling out under what conditions regression coefficients have a causal interpretation. They also devote careful attention to more practical issues such as constructing valid standard errors (chap. 8). It is safe to predict that Angrist and Pischke’s uniquely fresh writing style will appeal to a wider audience than that of the standard econometrics textbook.