@techreport{NBERw12574, title = "Understanding Instrumental Variables in Models with Essential Heterogeneity", author = "James J. Heckman and Sergio Urzua and Edward J. Vytlacil", institution = "National Bureau of Economic Research", type = "Working Paper", series = "Working Paper Series", number = "12574", year = "2006", month = "October", URL = "http://www.nber.org/papers/w12574", }