Instrumental Variables in R
https://sites.google.com/site/econometricsacademy/masters-econometrics/instrumental-variables
Lecture: Instrumental Variables.pdf
https://drive.google.com/file/d/1I7YkFRCkiLfjRObdm1YRYs1D7csWozm1/view?usp=sharing
R script: Instrumental Variables.R
https://drive.google.com/file/d/1Tz7oT93cB1o1yv9dFDNFuDIS6z9eJefe/view?usp=sharing
MROZ.csv
https://drive.google.com/file/d/1ebxvUtfhiXr2J93Y6uzRgx-ukb0mE6md/view?usp=sharing
Timestamps:
00:00 Instrumental Variables in R
04:31 IV estimation simple regression
08:30 2SLS (two stage least squares) simple regression
16:04 2SLS (two stage least squares) multiple regression
22:10 Testing for endogeneity
Econometrics Academy:
https://sites.google.com/site/econometricsacademy/