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Instrumental variable estimation and its limitations: weak instrumens and weakly endogeneous instruments


May 2015, Universiy of Gothenburg




IV estimation using STATA

  • ivreg2: Baum et al. and some notes
  • Stata code that produces some of the results in Plausibly Exogenous (Conley et al, 2012.







Lecture 1





Lecture 2



  • Murray (2005): uses 9 empirical papers to illustrate strategies for supporting instruments’ validity.
  • See also Murray (2006) for a very interesting survey on IV estimation.



Lecture 3


On Weak Instruments: