Instrumental variables

Content for Thursday, February 22, 2024

Readings

• Chapter 3 in Mastering Metrics (2015) (Angrist and Pischke 2015)
• Chapter 5 in Impact Evaluation in Practice (Gertler et al. 2016)
• Chapter 19 in The Effect (Huntington-Klein 2021)

Videos

Please watch the following from this YouTube playlist.

• Introduction to Instrumental Variables (IV)

You can also watch the playlist (and skip around to different sections) here:

In addition, Videos 57-60 from this playlist accompany Chapter 19 in The Effect. Watching them is optional.

Slides

On the day of class, you will find my slides on Canvas.

References

Angrist, Joshua D., and Jörn-Steffen Pischke. 2015. Mastering ’Metrics: The Path from Cause to Effect. Princeton, NJ: Princeton University Press.

Gertler, Paul J., Sebastian Martinez, Patrick Premand, Laura B. Rawlings, and Christel M. J. Vermeersch. 2016. Impact Evaluation in Practice. 2nd ed. Inter-American Development Bank; World Bank. https://openknowledge.worldbank.org/handle/10986/25030.

Huntington-Klein, Nick. 2021. The Effect: An Introduction to Research Design and Causality. Boca Raton, Florida: Chapman and Hall / CRC. https://theeffectbook.net/.