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Fève, Frédérique
and Florens, Jean-Pierre
(2014)
Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles.
Economics Letters, 123 (3).
pp. 300-304.
Official URL : http://tse-fr.eu/pub/28224
Identification Number : 10.1016/j.econlet.2014.03.007
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.
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | June 2014 |
| Refereed: | Yes |
| Uncontrolled Keywords: | Ill-posed integral equation, Landweber iteration, IV quantile, Kernel smoothing |
| JEL Classification: | C14 - Semiparametric and Nonparametric Methods |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 09 Jul 2014 17:45 |
| Last Modified: | 02 Apr 2021 15:48 |
| OAI Identifier: | oai:tse-fr.eu:28224 |
| URI: | https://publications.ut-capitole.fr/id/eprint/15928 |
