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We discuss three different approaches that do not require the availability of observed instrumental variables: the \u2018Higher Moments\u2019 (HM) estimator, the \u2018Identification trough Heteroscedasticity\u2019 (IH) estimator, and the \u2018Latent Instrumental Variable\u2019 (LIV) approach. These methods attempt to identify the regression parameters not through observed instruments but by using other information that enables identifiability. The performance of these methods is illustrated on simulated and empirical data. 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