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Pivotal and identification-robust nonparametric inference in linear IV models

Bertille Antoine, Pascal Lavergne

arXiv 10 Jun 2026 · Econometrics · publishedJournal of Econometrics (2022) · 11 citations (OpenAlex)

arXiv:2606.12185 · PDF · DOI · OpenAlex · Extracted main text

Abstract

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 first-stage equation. Our first test is tailored for inference on parameters of endogenous explanatory variables. Our new statistic modifies that of Antoine and Lavergne (2003) to directly account for heteroskedasticity of unknown form. As a result, it is asymptotically pivotal, so that inference is greatly facilitated in practice. We also develop (i) an identification-robust subvector inference procedure that does not rely on the knowledge of identification strength for the remaining parameters, and (ii) a pure specification test. In both cases, the tests are conservative but powerful. We show that our procedures are computationally friendly and competitive with existing ones in simulations and an application.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Antoine, Bertille and Lavergne, Pascal (2023) Identification-robust nonparametric inference in a linear IV model self1.000146100%
2H.J. Bierens (1982) Consistent Model Specification Tests0.9568388%
3J. H. Stock and J. H. Wright (2000) GMM with Weak Identification0.92843100%
4Sellars, Emily A. and Alix-Garcia, Jennifer (2018) Labor scarcity, land tenure, and historical legacy: Evidence from Mexico0.87462100%
5B. Antoine and D. Frazier and E. Renault (2026) Coordinated Testing for Identification Failure and Correct Model Specification self0.73732100%
6Herman J. Bierens and Werner Ploberger (1997) Asymptotic Theory of Integrated Conditional Moment Tests0.64422100%
7van der Vaart, A. W. and Wellner, Jon A (2000) Weak Convergence and Empirical Processes: with Applications to Statistics0.5113233%
8Andrews, Donald W. K (1994) Empirical Process Methods in Econometrics0.51121100%
9M. J. Moreira (2003) A Conditional Likelihood Ratio Test for Structural Models0.51121100%
10Andrews, Donald W. K (1995) Nonparametric Kernel Estimation for Semiparametric Models0.51121100%

Showing the top 10 of 50 scored citations.