Référence

Frédérique Fève et Jean-Pierre Florens, « Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles », Economics Letters, Elsevier, vol. 123, n° 3, juin 2014, p. 300–304.

Résumé

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.

Mots-clés

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

Codes JEL

  • C14: Semiparametric and Nonparametric Methods: General