TY - JOUR AU1 - De Blander, Rembert R. G. AB - European Review of Agricultural Economics Vol 38 (2) (2011) pp. 281–294 Book reviews Joshua D. Angrist and Jo¨rn-Steffen Pischke Princeton University Press, 2008. ISBN 978-1-4008-2982-8, 392 pages, Price: $35.00/£24.95 (paperback) When you are looking for a reference work in econometrics that will be on your ‘frequently used’ bookshelf for the next years to come, please take another pick. There exist other ‘reference works’ that might fulfil your needs. Let us say that this book has a rather narrow focus on micro- econometric issues. On the positive side are the empirically driven approach and the informal style of the book although sometimes the theorem-proof style appears. Its main topics are the two ‘workhorses’ of applied micro-econometrics: ordinary least squares (OLS) and instrumental variables (IV), mainly considering cross-sections of firms or individuals. The remaining third of the book covers some panel data econometrics, regression discontinuity designs and quantile regression. Last but not least, consistent variance estimation under non-standard conditions is covered. On the downside, there are huge gaps not covered by this book, which would have made ‘Mostly harmless very specific topics in econometrics’ a much more appropriate title. It seems to me that the book is more or less an TI - Mostly Harmless Econometrics: An Empiricist's Companion JF - European Review of Agricultural Economics DO - 10.1093/erae/jbr016 DA - 2011-06-18 UR - https://www.deepdyve.com/lp/oxford-university-press/mostly-harmless-econometrics-an-empiricist-s-companion-eOtTXOBUIi SP - 281 EP - 283 VL - 38 IS - 2 DP - DeepDyve ER -