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mathoverflow.net

Q&A for professional mathematicians

math.stackexchange.com

Q&A for people studying math at any level and professionals in related fields

projecteuclid.org

I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent applications in settings of randomized experiments with noncompliance. I discuss the assumptions underlying instrumental variables methods and in what settings these may be plausible. By providing context to the current applications, a better understanding of the applicability of these methods may arise.

sfu.ca

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maths.otago.ac.nz

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