2 papers
econ.EM2026
Pivotal and identification-robust nonparametric inference in linear IV models
Bertille Antoine, Pascal Lavergne
We develop new inference procedures for a linear IV model that are robust to identification strength and heteroskedasticity of unknown form, and nonparametric with respect to the f…
econ.EM2024
Efficient two-sample instrumental variable estimators with change points and near-weak identification
Bertille Antoine, Otilia Boldea, Niccolo Zaccaria
We consider estimation and inference in a linear model with endogenous regressors where the parameters of interest change across two samples. If the first-stage is common, we show…