Real Stats USING ECONOMETRICS FOR POLITICAL SCIENCE AND PUBLIC POLICY,9780190859497

Real Stats USING ECONOMETRICS FOR POLITICAL SCIENCE AND PUBLIC POLICY

by
Edition: 2nd
ISBN13: 9780190859497
ISBN10: 0190859490
Format: Paperback
Pub. Date: 2020-12-28
Publisher(s): Oxford University Press
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Summary

Real Stats: Using Econometrics for Political Science and Public Policy offers an engaging and practical introduction to statistical analysis for introduction to statistical analysis for political science, public policy, and law. Grounded in contemporary causal inference, the text invites students to see how statistical tools can help answer important and interesting questions. This emphasis on practical applications, combined with a lively and conversational narrative, provides students with a solid foundation in the analytical tools they will use throughout their academic and professional careers.

Author Biography


Michael A. Bailey is the Colonel William J. Walsh Professor of American Government in the Department of Government and McCourt School of Public Policy at Georgetown University. He directs Georgetown's Massive Data Institute and the McCourt School's Data Science for Public Policy Program. He is the author of several books, including Real Econometrics: The Right Tools to Answer Important Questions, Second Edition (OUP, 2019).

Table of Contents


Preface for Students
Preface for Instructors
Acknowledgements

1. The Quest for Causality
2. Stats in the Wild: Good Data Practices

PART I: THE OLS FRAMEWORK

3. Bivariate OLS: The Foundation of Econometric Analysis
4. Hypothesis Testing and Interval Estimation: Answering Research Questions
5. Multivariate OLS: Where the Action Is
6. Dummy Variables: Smarter Than You Think
7. Specifying Models

PART II: THE CONTEMPORARY ECONOMETRIC TOOLKIT

8. Using Fixed Effects to Fight Endogeneity in Panel Data and Difference-in-Difference Models
9. Instrumental Variables: Using Exogenous Variation to Fight Endogeneity
10. Experiments: Dealing with Real-World Challenges
11. Regression Discontinuity: Looking for Jumps in Data

PART III: LIMITED DEPENDENT VARIABLES

12. Dummy Dependent Variables

PART IV: ADVANCED MATERIAL

13. Time Series: Dealing with Stickiness over Time
14. Advanced OLS
15. Advanced Panel Data
16. Conclusion: How to Be an Econometric Realist

APPENDICES
Math and Probability Background
Citations and Additional Notes
Guide to Review Questions

Bibliography
Photo Credits
Glossary
Index

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