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Instrumental Variables Estimation

By e2er authors

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.

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Provenance

Project
e2er bundled skills
Maintained by
e2er authors
Licence
MIT
Source file
bhanneke/E2ER-project/blob/v0.16.1/skills/files/econometrics/iv-estimation.md
Identifier
e2er/econometrics/iv-estimation

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Ships with every installation of e2er.

Cite this skill
Persistent identifiers planned 
@software{e2erauthors2026instrumentalvariablesest,
  title   = {Instrumental Variables Estimation},
  author  = {e2er authors},
  year    = {2026},
  note    = {e2er skill. Persistent identifier planned},
  url     = {https://github.com/bhanneke/E2ER-project/blob/v0.16.1/skills/files/econometrics/iv-estimation.md}
}
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Used by

Estimation
Empirical studyEmpirical study, pre-registeredEvent study in financeDescriptive data studyPolicy evaluation (difference-in-differences)Spatial analysisText analysisTime series and forecastingStaggered difference-in-differences (economics)Regression discontinuity for platform policies (information systems)Shift-share instrumental variables (economics)

Description

Data model
Discipline
Economics
Method family
Empirical (quantitative)
Design
Instrumental variables
Research stage
Data analysis
Authors
e2er authors (Software, Methodology)
Usage
used in 3 templates · 1 published study · loaded by 1 specialist · Examples: 1 example template, 8 example studies
Source
e2er repository · skills/files · @d8fd8ab
Record
skill:e2er/econometrics/iv-estimation · JSON

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econometricsMIT

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More econometrics skills in e2er bundled skills

Difference-in-differences in practice: design, modern estimators, pre-trends, sensitivityDifference-in-Differences`estimation_results.json` — Econometrics Specialist SidecarFinancial Event StudiesPanel Data MethodsRegression Discontinuity DesignTime Series Econometrics

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