A new identification strategy for mediation analysis uses heterogeneous treatment effects to simultaneously identify treatment and mediation effects without addressing some unobserved confounders.
It is known that the (asymptotic) level α test is given by the (asymptotic) level α test of both parts (for example see Berger and Casella 2001, theorem 8.3.23)
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Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis
A new identification strategy for mediation analysis uses heterogeneous treatment effects to simultaneously identify treatment and mediation effects without addressing some unobserved confounders.