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