Thursday, February 19, 2009

Assorted Links: Methodology

  1. Mostly Harmless Econometrics, a new book by Joshua Angrist and Jörn-Steffen Pischke gets reviewed by statistician Andrew Gelman. There is also a review of Gelman's review, and a reaction to that review by Gelman.
  2. A guide to regression discontinuity by David Lee and Thomas Lemieux.
  3. The end of the Lott vs. Levitt defamation case (see Empirical Legal Studies).
  4. "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify," by James Heckman and Sergio Urzua. The abstract (NBER):
    This paper compares the economic questions addressed by instrumental variables estimators with those addressed by structural approaches. We discuss Marschak's Maxim: estimators should be selected on the basis of their ability to answer well-posed economic problems with minimal assumptions. A key identifying assumption that allows structural methods to be more informative than IV can be tested with data and does not have to be imposed.

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