Concepedia

Instrumental Variables

Instrumental Variables is an econometric technique that uses exogenous variables, correlated with the explanatory variable but uncorrelated with the error term, to consistently estimate causal effects in the presence of endogeneity.

2.7K

Publications

350.9K

Citations

3.6K

Authors

1.5K

Institutions

Publications per year

2017–2026

604

Variants

Iv

Parents

Children

Publications

2.7K

Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

, , +17

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

, , +15

Instrumental Variables Regression with Weak Instruments

Douglas O. Staiger, James H. Stock · Econometrica · 1997 · 7.3K citations

, , +12

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations

, , +7

Testing for Granger non-causality in heterogeneous panels

Elena-Ivona Dumitrescu, Christophe Hurlin · Economic Modelling · 2012 · 5.6K citations

, , +12

1–5 of 2.7K

Authors

3.6K

  1. JD
    Joshua D. Angrist

    Massachusetts Institute of Technology, United States

    44 publications · 20.6K citations

    32

    h-index

  2. GW
    Guido W. Imbens

    Stanford University, United States

    30 publications · 16.7K citations

    25

    h-index

  3. JJ
    James J. Heckman

    University of Chicago, United States

    27 publications · 5.5K citations

    22

    h-index

  4. DS
    Dylan S. Small

    University of Pennsylvania, United States

    27 publications · 2.2K citations

    20

    h-index

  5. CH
    Christian Hansen

    University of Chicago, United States

    21 publications · 3.8K citations

    19

    h-index

1–5 of 3.6K

Institutions

1.5K

  1. National Bureau of Economic Research

    Cambridge, United States

    49 h-index

    163 publications

    39.1K citations

  2. University of Chicago

    Chicago, United States

    41 h-index

    103 publications

    15.9K citations

  3. Harvard University

    Cambridge, United States

    40 h-index

    102 publications

    42.7K citations

  4. Massachusetts Institute of Technology

    Cambridge, United States

    39 h-index

    65 publications

    26.8K citations

  5. IZA - Institute of Labor Economics

    Bonn, Germany

    34 h-index

    99 publications

    11.1K citations

  6. University of California, Berkeley

    Berkeley, United States

    30 h-index

    76 publications

    8.3K citations

  7. Princeton University

    Princeton, United States

    30 h-index

    44 publications

    10.7K citations

  8. University College London

    London, United Kingdom

    29 h-index

    53 publications

    4.1K citations

1–8 of 1.5K

Venues

  1. Journal of Econometrics

    161 publications · 52K citations

    67

    h-index

  2. Econometrica

    95 publications · 58.4K citations

    63

    h-index

  3. SSRN Electronic Journal

    Repository · 219 publications · 9.6K citations

    48

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 145 publications · 7.6K citations

    43

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 61 publications · 10.4K citations

    39

    h-index

1–5