Concepedia

Instrumental Variables Estimation

Instrumental Variables Estimation is a statistical method used in econometrics and causal inference that belongs to the class of techniques designed to address endogeneity in regression models, distinguished by its use of instrumental variables—exogenous variables that are correlated with the explanatory variables but uncorrelated with the error term—to produce consistent parameter estimates.

3.2K

Publications

373.8K

Citations

5.6K

Authors

2K

Institutions

Publications per year

2017–2026

1K

Variants

Iv Estimation

Parents

Publications

3.2K

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

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

, , +17

Does Trade Cause Growth?

Jeffrey A. Frankel, David Romer · American Economic Review · 1999 · 5.4K citations

, , +12

A Note on the Theme of Too Many Instruments<sup>*</sup>

David Roodman · Oxford Bulletin of Economics and Statistics · 2009 · 4.9K citations · Full text

, , +14

Statistical Inference in Instrumental Variables Regression with I(1) Processes

Peter C.B. Phillips, Bruce E. Hansen · The Review of Economic Studies · 1990 · 4.8K citations

, , +11

Estimating Vector Autoregressions with Panel Data

Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen · Econometrica · 1988 · 4.3K citations

, , +16

1–5 of 3.2K

Authors

5.6K

  1. JD
    Joshua D. Angrist

    Massachusetts Institute of Technology, United States

    49 publications · 25.2K citations

    37

    h-index

  2. JJ
    James J. Heckman

    University of Chicago, United States

    33 publications · 8.8K citations

    27

    h-index

  3. GW
    Guido W. Imbens

    Stanford University, United States

    30 publications · 17.1K citations

    25

    h-index

  4. DS
    Dylan S. Small

    University of Pennsylvania, United States

    25 publications · 2.3K citations

    19

    h-index

  5. WK
    Whitney K. Newey

    Massachusetts Institute of Technology, United States

    17 publications · 8.2K citations

    16

    h-index

1–5 of 5.6K

Institutions

2K

  1. National Bureau of Economic Research

    Cambridge, United States

    65 h-index

    259 publications

    41.8K citations

  2. Harvard University

    Cambridge, United States

    54 h-index

    172 publications

    60.8K citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    50 h-index

    83 publications

    38.3K citations

  4. University of Chicago

    Chicago, United States

    48 h-index

    132 publications

    27K citations

  5. IZA - Institute of Labor Economics

    Bonn, Germany

    46 h-index

    137 publications

    15K citations

  6. University of Pennsylvania

    Philadelphia, United States

    39 h-index

    134 publications

    11.9K citations

  7. Harvard University Press

    Cambridge, United States

    36 h-index

    65 publications

    22.8K citations

  8. Princeton University

    Princeton, United States

    35 h-index

    57 publications

    12.3K citations

1–8 of 2K

Venues

  1. SSRN Electronic Journal

    Repository · 348 publications · 16.3K citations

    60

    h-index

  2. Econometrica

    83 publications · 33.5K citations

    59

    h-index

  3. Journal of Econometrics

    96 publications · 32.4K citations

    49

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 138 publications · 6.7K citations

    40

    h-index

  5. The Review of Economics and Statistics

    42 publications · 8.9K citations

    31

    h-index

1–5