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
One-step smoothing splines instrumental regression
Jad Beyhum, Elia Lapenta, Pascal Lavergne
We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resul…