I just recently purchased Angrist and Pischke's "Mastering Metrics" (HT Marc Bellemare). And timely, today's EconTalk podcast featured Josh Angrist:
"Joshua Angrist of the Massachusetts Institute of Technology talks to EconTalk host Russ Roberts
about the craft of econometrics--how to use economic thinking and
statistical methods to make sense of data and uncover causation. Angrist
argues that improvements in research design along with various
econometric techniques have improved the credibility of measurement in a
complex world. Roberts pushes back and the conversation concludes with a
discussion of how to assess the reliability of findings in
controversial public policy areas."
I've mentioned their previous book, Mostly Harmless Econometrics on this blog many times before and had some actual interaction with the authors via their related blog where I asked a regression/matching related question. I have described their book as an off-road backwoods survival manual for practitioners.
To say the least I am looking forward to the podcast and reading their latest book.
Some related Posts:
Angrist and Pischke on Linear Probabiity Models
Quasi-Experimental Design Roundup
Analytics vs Causal Inference
The Oregon Experiment, Applied Econometrics, and Causal Inference
The Oregon Experiment and Linear Probability Models
Some related EconTalk podcasts that I highly recommend:
Leamer on the State of Econometrics
Manzi on the Oregon Medicaid Study
Manzi on Knowledge, Policy, and Uncontroled