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This package is superceded by MarginalTreatmentEffects.jl. MarginalTreatmentEffects.jl replicates the figures in the following papers:

  1. "Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters" Mogstad, Santos, and Torgovitsky (2018, Econometrica)
  2. "Identification and Extrapolation of Causal Effects with Instrumental Variables" Mogstad and Torgovitsky (2018, Annual Review of Economics)
  3. "Policy Evaluation with Multiple Instrumental Variables" Mostad, Torgovitsky, and Walters (Forthcoming, Journal of Econometrics)

Mogstad, Torgovitsky, and Walters (Forthcoming, Journal of Econometrics)

Repo: https://github.com/a-torgovitsky/MarginalTreatmentEffectsWithMultipleInstruments.jl

This package contains the code for the figures and simulations in "Policy Evaluation with Multiple Instrumental Variables" by Mogstad, Torgovitsky, and Walters (Forthcoming). The code is written in Julia and tested with Julia version 1.6.0. To load/install dependencies:

using Pkg
Pkg.activate(".")
Pkg.instantiate() # download the correct packages

Then run with

using MarginalTreatmentEffectsWithMultipleInstruments
menu("/path/to/where/you/want/to/save")

If you want to try to automatically call latexpdf to compile the TikZ figures, do this:

menu("/path/to/where/you/want/to/save", compile = true)