Instrumental variables

Content for Wednesday, February 19, 2025

Readings

• Chapter 3 in Mastering Metrics (2015) (Angrist and Pischke 2015)
• 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:

Optional material

• Videos 57-60 from this playlist accompany Chapter 19 in The Effect.

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.

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