Mostly Harmless Econometrics: An Empiricist’s Companion
This book explores statistical tools used in economics and the applied sciences: particularly ordinary least squares linear regression and quantile regression. It could be seen as antithetical to the mission of the Black Swan. However, I found it a very useful book for understanding these commonly used tools, their strengths and limitations and the way in which the authors revealed the deeper insights into these techniques. The examples used are from economics and social sciences but could have been easily drawn from other fields.
I hope to read this book again when I have less time pressure. However, even my cursory reading was instructive. The Douglas Adams’ quotes opening each chapter added to the enjoyment.