What I wished they taught me about Econometrics - An Introduction

177 IV6 Exclusion restriction

About this lesson
In this video, we delve into the crucial second condition for a valid instrumental variable: the exclusion restriction. We explain why an instrument must not only affect your explanatory variable but also avoid impacting the outcome variable directly through any other channel. This video clarifies the common confusion students face regarding the varying number of conditions and inconsistent naming conventions for this essential requirement across different econometrics textbooks. We use a practical example to illustrate how to identify potential direct paths and the importance of reasoned argumentation when testing this condition. Visit AxiomTutoring.com and subscribe to @AxiomTutoringCourses for more econometrics insights.
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Follow the reasoning, step by step.

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