Article

Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles

Frédérique Fève, and Jean-Pierre Florens

Abstract

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.

Keywords

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

JEL codes

  • C14: Semiparametric and Nonparametric Methods: General

Reference

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.

See also

Published in

Economics Letters, Elsevier, vol. 123, n. 3, June 2014, pp. 300–304