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Instrumental and "Quasi-Instrumental" Variables
American Journal of Political Science, 1991The trade-off between the efficiency of an instrumental variable and its exogeneity is widely recognized but little understood. This paper specifies the terms of that trade-off by analyzing the asymptotic mean squared errors associated with the instrumental variables estimator when the instrument may not be perfectly exogenous.
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The Bias of Instrumental Variable Estimators
Econometrica, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Abstract This chapter covers the instrumental variables research design. This method estimates the causal effects of an intervention by exploiting randomness in the world that influences whether someone is exposed to a phenomenon of interest.
Adam Chilton, Kyle Rozema
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Adam Chilton, Kyle Rozema
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1985
Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics.
Roger J. Bowden, Darrell A. Turkington
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Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics.
Roger J. Bowden, Darrell A. Turkington
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INSTRUMENTAL VARIABLES METHODS WITH HETEROGENEITY AND MISMEASURED INSTRUMENTS
Econometric Theory, 2016We study the consequences of substituting an error-laden proxyWfor an instrumentZon the interpretation of Wald, local instrumental variable (LIV), and instrumental variable (IV) estimands in an ordered discrete choice structural system with heterogeneity.
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Behavioral and neurobiological mechanisms of pavlovian and instrumental extinction learning
Physiological Reviews, 2021Mark E Bouton +2 more
exaly