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Instrumental Variable Estimation for Multiple Linear Regression Models - Part IV

Offered By: NPTEL-NOC IITM via YouTube

Tags

Econometrics Courses Statistical Inference Courses Generalized Linear Models Courses Multiple Linear Regression Courses

Course Description

Overview

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Learn about advanced instrumental variable (IV) estimation techniques in this 35-minute lecture. Explore the application of IV methods to multiple linear regression models (MLRM) and generalized MLRM. Discover how to handle scenarios with multiple instruments and endogenous variables. Examine the identification condition and its importance in IV estimation. Gain insights into practical examples that illustrate these concepts, enhancing your understanding of econometric analysis and causal inference.

Syllabus

Introduction
Model
Example
More than 1 IV Estimation
Identification Condition


Taught by

NPTEL-NOC IITM

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