工具变量对因果效应的识别和外推, 大牛的顶级评述！
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稿件：econometrics666@126.com
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正文
Identification and Extrapolation of Causal Effects with Instrumental Variables, Annual Review of Economics
Instrumental variables (IV) are widely used in economics to address selection on unobservables. Standard IV methods produce estimates of causal effects that are specific to individuals whose behavior can be manipulated by the instrument at hand. In many cases, these individuals are not the same as those who would be induced to treatment by an intervention or policy of interest to the researcher. The average causal effect for the two groups can differ significantly if the effect of the treatment varies systematically with unobserved factors that are correlated with treatment choice. We review the implications of this type of unobserved heterogeneity for the interpretation of standard IV methods and for their relevance to policy evaluation. We argue that making inferences about policy-relevant parameters typically requires extrapolating from the individuals affected by the instrument to the individuals who would be induced to treatment by the policy under consideration. We discuss a variety of alternatives to standard IV methods that can be used to rigorously perform this extrapolation. We show that many of these approaches can be nested as special cases of a general framework that embraces the possibility of partial identification.
一.理论模型
四.目标参数
（1）传统目标参数
（2）政策相关处理效应（Policy-Relevant Treatment Effect）（PRTE）
（3）外推LATE
五.如何非参数识别目标参数
六.其他外推方法
七.结论与未来研究
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