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Instrumental Variables
Abstract
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. In support of this claim they present and develop the methodology of instrumental variables in its most general and explanatory form. They show, for instance, that techniques commonly used to handle simultaneity and related problems can be reduced to one of two generic variables of instrumental variables estimators, allowing them to explore further the conditions under which different proposed estimators are efficient.
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Citations
Cited by
Identification of Causal Effects Using Instrumental Variables
Angrist, J. D., Imbens, G. W., & Rubin, D. B. (1996) · Journal of the American Statistical Association · doi:10.1080/01621459.1996.10476902 · Cited by 4,230
Causal inference in statistics: An overview
Pearl, J. (2009) · Statistics Surveys · doi:10.1214/09-ss057 · Cited by 2,336
Testing for Weak Instruments in Linear IV Regression
Stock, J., & Yogo, M. (2002) · doi:10.3386/t0284 · Cited by 1,842
Risk of Death in Elderly Users of Conventional vs. Atypical Antipsychotic Medications
Wang, P. S., Schneeweiss, S., Avorn, J., Fischer, M. A., Mogun, H., Solomon, D. H., & Brookhart, M. A. (2005) · New England Journal of Medicine · doi:10.1056/nejmoa052827 · Cited by 959
Mendelian randomization as an instrumental variable approach to causal inference
Didelez, V., & Sheehan, N. (2007) · Statistical Methods in Medical Research · doi:10.1177/0962280206077743 · Cited by 923
Metadata
- Authors
- Bowden, R. J., & Turkington, D. A.
- Venue
- Cambridge University Press eBooks
- Publisher
- Cambridge University Press
- Published
- 1985-01-25
- OpenAlex
- W4231152566
- Cited by
- 308
- References
- 0
- FWCI
- 1.83
- Type
- book
- Language
- en
- Open access
- closed
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- Bowden, R. J., & Turkington, D. A. (1985). Instrumental Variables. Cambridge University Press eBooks. https://doi.org/10.1017/ccol0521262410
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
