Iterative algorithm for non parametric estimation of the instrumental variables quantiles

This paper proposes a simple algorithm for the numerical computation of the non parametric IV quantile estimation. This algorithm is based on the Landweber iterations for solving a nonlinear integral equation. The paper is illustrated by numerical simulations.

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Year of publication:	2014
Authors:	Fève, Frédérique ; Florens, Jean-Pierre
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 123.2014, 3, p. 300-304
Publisher:	Elsevier
Subject:	Ill-posed integral equation \| Landweber iteration \| IV quantile \| Kernel smoothing

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Type of publication:	Article
Classification:	C14 - Semiparametric and Nonparametric Methods ; c26
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010776621