Imagine trying to figure out why traffic jams form by just watching cars from a helicopter. You might spot patterns, but you could never be sure what causes them — too many things are changing at once. In economics, we face the same problem. Laboratory experiments give us a way to build our own miniature traffic system, change one thing at a time, and see exactly what happens. This chapter shows how controlled lab experiments let us isolate and test cause-and-effect links, using a famous asset market bubble as our running example.