Shift-Share Instrumental Variables: A Short Course

Shift-share instruments are a popular class of instrumental variables that are used to isol-ate exogenous variation in many economic contexts. This course provides an overview of how these instruments are constructed and applied. After reviewing classic applica-tion, we discuss key identifying assumptions (“exogeneity of shocks” and “exogeneity of shares”) and assess their plausibility in different contexts. On the second day, we will discuss implementation strategies and best practices for applying shift-share instruments, with illustrations in Stata/R.

Registration

Register for the course via the following link: Register for the course

Contact

If you wish to register or cancel your registration, please contact Jan Sauermann at jan.sauermann@ifau.uu.se