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Instrumental variables: an econometrician’s perspective. (English) Zbl 1331.62471
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.

MSC:
62P20 Applications of statistics to economics
62J02 General nonlinear regression
91B82 Statistical methods; economic indices and measures
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DOS
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