Frédérique Fève, and Jean-Pierre Florens, Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles, Economics Letters, Elsevier, vol. 123, n. 3, June 2014, pp. 300–304.


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.


Ill-posed integral equation; Landweber iteration; IV quantile; Kernel smoothing;

JEL codes

  • C14: Semiparametric and Nonparametric Methods: General