Iterative algorithm for non parametric estimation of the instrumental variables quantiles

Frédérique Feve and Jean-Pierre Florens

Economics Letters, 2014, vol. 123, issue 3, 300-304

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 (search for similar items in EconPapers)
JEL-codes: C14 C26 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:123:y:2014:i:3:p:300-304

DOI: 10.1016/j.econlet.2014.03.007

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