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References for Using instrumental variables to establish causality
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Further reading
- Angrist, J. D., Krueger, A. B. "Instrumental variables and the search for identification: From supply and demand to natural experiments" Journal of Economic Perspectives 15:4 (2001): 69–85.
- Angrist, J. D., Pischke, J. S. Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton, NJ: Princeton University Press, 2009.
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Key references
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Devereux, P., Hart, R. "Forced to be rich?
Returns to compulsory schooling in Britain" Economic
Journal 120:549 (2010): 1345–1364. Key reference: [1]
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Wright, P. G. The Tariff on
Animal and Vegetable Oils. New York: Macmillan, 1928. Key reference: [2]
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Wald, A. "The fitting of
straight lines if both variables are subject to error" Annals of
Mathematical Statistics 11:3 (1940): 284–300. Key reference: [3]
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Card, D. "The causal effect
of education on earnings" In: Ashenfelter, O. C., Card, D. (eds). Handbook of Labor
Economics Vol. 3A. Amsterdam: Elsevier, 1999. Key reference: [4]
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Angrist, J. D., Krueger, A. B. "Does compulsory
school attendance affect schooling and earnings?" The Quarterly
Journal of Economics 106:4 (1991): 979–1014. Key reference: [5]
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Bound, J., Jaeger, D. A., Baker, R. M. "Problems with
instrumental variables estimation when the correlation between
the instruments and the endogenous explanatory variable is
weak" Journal of the
American Statistical Association 90:430 (1995): 443–450. Key reference: [6]
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Stock, J. H., Yogo, M. "Testing for weak
instruments in linear IV regression" In: Andrews, D. W. K., Stock, J. H. (eds). Identification and
Inference For Econometric Models: Essays in Honor of Thomas
Rothenberg. Cambridge, UK: Cambridge University Press, 2005. Key reference: [7]
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Shadish, W. R., Cook, T. D., Campbell, D. T. Experimental and
Quasi-Experimental Designs for Generalized Causal
Inference. Andover, UK: Wadsworth Cengage Learning, 2002. Key reference: [8]
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Angrist, J. D., Imbens, G. W., Rubin, D. B. "Identification of
causal effects using instrumental variables" Journal of the
American Statistical Association 91:434 (1996): 444–455. Key reference: [9]
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Ichino, A., Winter-Ebmer, R. "Lower and upper
bounds of returns to schooling: An Exercise in IV estimation
with different instruments" European Economic
Review 43 (1999): 889–901. Key reference: [10]
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Heckman, J. J. "Identification of
causal effects using instrumental variables: Comment" Journal of the
American Statistical Association 91:434 (1996): 459–462. Key reference: [11]
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Conley, T. G., Hansen, C. B., Rossi, P. E. "Plausibly
exogenous" Review of
Economics and Statistics 94:1 (2012): 260–272. Key reference: [12]
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Devereux, P., Hart, R. "Forced to be rich?
Returns to compulsory schooling in Britain" Economic
Journal 120:549 (2010): 1345–1364.