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RE: RE: st: Robust Standard Errors in Paneldatasets


From   Amy Dunbar <Amy.Dunbar@business.uconn.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: RE: st: Robust Standard Errors in Paneldatasets
Date   Thu, 28 Oct 2010 01:37:39 +0000

Thank you for telling me about the book, Stas!  I just downloaded it to my kindle and browsed through it.  The mathematical notation reads just fine in the kindle.  I wish Cameron and Trivedi's book was available electronically.  That book is tough to haul around.  

http://www.amazon.com/Mostly-Harmless-Econometrics-Empiricists-ebook/dp/B00286CX4U/ref=tmm_kin_title_0?ie=UTF8&m=AG56TWVU5XWC2&qid=1288226871&sr=1-1


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Stas Kolenikov
Sent: Wednesday, October 27, 2010 8:44 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: RE: st: Robust Standard Errors in Paneldatasets

On Wed, Oct 27, 2010 at 8:30 PM, Amy Dunbar <Amy.Dunbar@business.uconn.edu> wrote:
> Don't worry - it's not an econometrics class!  ;-)  My students replicate papers, and we work hard at trying to understand the intuition behind the econometrics, so your post was really helpful.

I am going through Angrist and Pischke's "Mostly Harmless Econometrics", and that's a great book in terms of how things are explained at the fine edge between non-technical and inaccurate. That is, what they say is still correct, to the current accumulated knowledge of econometrics, at the level they adapt in that book; and this level is very student-friendly -- for instance, they avoid matrix notation unless absolutely necessary. For some of the things they say, an econometrician who publishes regularly in Econometrica can find some wicked counterexamples, but these would involve technicalities and/or qualifications way above even the standard graduate econometrics sequence.

As Kit highlighted, published papers do contain errors, unfortunately.
Some papers that seem OK first turn out to be not so OK later -- and Angrist is an not-so-fortunate author of the paper that drew attention of econometricians to weak instruments, and eventually led to the development of this new subfield of econometric theory.

--
Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only.

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