• Syllabus

STATA RESOURCES

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.

• Introduction to IV estimation. Course overview

• How can you find good IVs? have a look at some empirical papers: Chaney (2013), Miguel et al. (2004), Acemoglu et al. (2001), Angrist and Krueger (2001) --with references to a collection of empirical papers using IVs--, etc.

• Violations of the assumptions underlying IV: weak instruments and endogeneous instruments.
• A small assigment can be found here

• 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.

• Weak IV in practice: Bound, Jaeger and Baker (1995)

• On weakly endogeneous regressors: Conley et al., 2012

• An application that uses Conley's technique: Satyanath et al. 2013

• Detecting Weak Instruments.
• Inference Robust to Weak Instruments

On Weak Instruments:

• Mikusheva (2013): survey
• Andrews and Stock (2005): survey (more technical)
• Stock et al (2002): an another survey
• Stock and Yogo (2005)
• Staiger and Stock (1997)
• Data to practise: card.dta and some info here