Imbens, Guido W. Instrumental variables: an econometrician’s perspective. (English) Zbl 1331.62471 Stat. Sci. 29, No. 3, 323-358 (2014). Summary: I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent applications in settings of randomized experiments with noncompliance. I discuss the assumptions underlying instrumental variables methods and in what settings these may be plausible. By providing context to the current applications, a better understanding of the applicability of these methods may arise. Cited in 5 ReviewsCited in 26 Documents MSC: 62P20 Applications of statistics to economics 62J02 General nonlinear regression 91B82 Statistical methods; economic indices and measures Keywords:simultaneous equations models; randomized experiments; potential outcomes; noncompliance; selection models Software:DOS × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid References: [1] Abadie, A. (2002). Bootstrap tests for distributional treatment effects in instrumental variable models. J. Amer. Statist. Assoc. 97 284-292. · Zbl 1073.62530 · doi:10.1198/016214502753479419 [2] Abadie, A. (2003). Semiparametric instrumental variable estimation of treatment response models. J. Econometrics 113 231-263. · Zbl 1038.62113 · doi:10.1016/S0304-4076(02)00201-4 [3] Aizer, A. and Doyle, J. (2013). Juvenile incarceration, human capital, and future crime: Evidence from randomly assigned judges. Unpublished working paper, Dept. Economics, Brown Univ., Providence, RI. [4] Altonji, J. 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