Mostly Harmless Econometrics: An Empiricist's Companion

Mostly Harmless Econometrics is a comprehensive guide to the essentials of econometrics, written by two renowned economists.

This book provides an accessible and practical introduction to linear regression, instrumental variables methods, and differences-in-differences techniques, as well as new extensions such as regression-discontinuity designs and quantile regression.

The authors emphasize the importance of using these tools to answer clear causal questions in contemporary social science, and explain why fancier econometric techniques are unnecessary and even dangerous.

With a focus on practical applications and real-world examples, this book is an essential resource for applied researchers in any field.