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Instrumental Variables Estimation

OLS is inconsistent when an endogenous regressor is correlated with the error term. Sources: omitted variables, simultaneity, measurement error. IV methods resolve this by isolating exogenous variation through instruments.

In the catalogueeconometricsMIT
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Provenance

Project
E2ER bundled skills
Maintained by
E2ER contributors
Licence
MIT
Source file
bhanneke/E2ER-project/blob/orgsci-mvp/skills/files/econometrics/iv-estimation.md
Identifier
e2er/econometrics/iv-estimation

Use it

Ships with every installation of E2ER.

Cite this skill
Persistent identifiers planned
@software{e2ercontributors2026instrumentalvariablesest,
  title   = {Instrumental Variables Estimation},
  author  = {E2ER contributors},
  year    = {2026},
  note    = {E2ER skill. Persistent identifier planned},
  url     = {https://github.com/bhanneke/E2ER-project/blob/orgsci-mvp/skills/files/econometrics/iv-estimation.md}
}
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Description

Data model
Discipline
Economics
Method family
Empirical (quantitative)
Design
Instrumental variables
Research stage
Data analysis
Contributors
E2ER contributors (Software, Methodology)
Usage
used in 1 template · 1 published study · loaded by 1 specialist · Examples: 1 example template, 4 example studies
Source
E2ER repository · skills/files · @3b91f0e
Record
skill:e2er/econometrics/iv-estimation · JSON

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