Dunker, Fabian; Florens, Jean-Pierre; Hohage, Thorsten; … - In: Journal of Econometrics 178 (2014) P3, pp. 444-455
This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence rate results. A particular emphasis is on instrumental...