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This paper extends such inference to the case where two separate samples are used to implement instrumental variables estimation. We also relax the restrictive assumptions of homoskedastic error structure and equal moments of exogenous covariates across two samples commonly employed in the two\u2010sample IV literature for strong IV inference. Monte Carlo experiments show good size properties of the proposed tests regardless of the strength of the instruments. We apply the proposed methods to two seminal empirical studies that adopt the two\u2010sample IV framework.<\/jats:p>","DOI":"10.1002\/jae.2580","type":"journal-article","created":{"date-parts":[[2017,6,21]],"date-time":"2017-06-21T05:02:39Z","timestamp":1498021359000},"page":"109-125","source":"Crossref","is-referenced-by-count":18,"title":["Weak\u2010instrument robust inference for two\u2010sample instrumental variables regression"],"prefix":"10.1002","volume":"33","author":[{"given":"Jaerim","family":"Choi","sequence":"first","affiliation":[{"name":"Department of Economics University of California  Davis CA USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jiaying","family":"Gu","sequence":"additional","affiliation":[{"name":"Department of Economics University of Toronto  Toronto Ontario Canada"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shu","family":"Shen","sequence":"additional","affiliation":[{"name":"Department of Economics University of California  Davis CA USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2017,6,21]]},"reference":[{"key":"e_1_2_8_2_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177730090"},{"key":"e_1_2_8_3_1","doi-asserted-by":"crossref","unstructured":"Andrews D. 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