Instrumental Variables
Readings
- AP1 Chapter 4
- AP2 Chapter 3
- C Chapter 7
- CT Chapter 4
- HA Chapter 12
- HK Chapter 19
- K Chapter 9
- SW Chapter 12
- W1 Chapter 5
- W2 Chapters 15
Slides
The slides are embedded in this page, and you can scroll through them with the arrow keys. If you prefer you can instead pop them out in a new window
Videos
This is a lecture from Prof. Joshua Angrist given for the American Economics Association Continuing Education program (no preview available). View video
Sample R Code
The code below goes through an exercise estimating TSLS when the instrument is exogenous. It shows how to perform the estimation in R, and why it is interpreted as a Local Average Treatment Effect (LATE)