0
$\begingroup$

is anyone an well-informed about instrumental variable in economics ?

I'd like to have a list of good papers or books (i don't know how to identify them) such that f i read and understand completely all of them i'd be an expert of instrumental variables.

I already read (in deep) some papers : Angrist and Imbens (1994) : «Idenfification and Estimation of Local Average Treatment Effects » Angrist and Imbens (1995) : « Two-stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity » Angrist, Imbens and Rubin (1996) : « Identification of Causal Effects Using Instrumental Variables » Alet et al. (2013) : « Repetition : Medicine for a Short-run remission »

Thanks, i'm available for further details if needed

Improve this question
$\endgroup$
2
  • $\begingroup$ Any econometrics textbook has a chapter on instrumental variables. From a more advanced perspective, the chapter by Newey and McFadden in the handbook of econometrics covers GMM in quite some detail, of which IV is a special case, see Newey, W.; McFadden, D. (1994). "Large sample estimation and hypothesis testing". Handbook of Econometrics. Elsevier Science. pp. 2111–2245. doi:10.1016/S1573-4412(05)80005-4. $\endgroup$
    – Christoph Hanck
    Commented Jun 19, 2018 at 15:50
  • $\begingroup$ Thank you very much for your response, It will be useful $\endgroup$
    – Daniel Rakotomalala
    Commented Jun 20, 2018 at 6:22

1 Answer 1

Reset to default
1
$\begingroup$

I think the best introductory text to instrumental variables is Chapter 4 in Mostly Harmless Econometrics. See https://mycourses.aalto.fi/pluginfile.php/203124/mod_resource/content/1/Angrist%20%20Pischke.pdf.

Improve this answer
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.