Iterative algorithm for non parametric estimation of the instrumental variables quantiles

DOI10.1016/J.ECONLET.2014.03.007zbMath1293.65015OpenAlexW1988625536MaRDI QIDQ397934

Jean-Pierre Florens, Frédérique Fève

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.03.007

zbMATH Keywords

kernel smoothingLandweber iterationill-posed integral equationIV quantile

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Nonparametric instrumental variables estimation for efficiency frontier ⋮ A functional estimation approach to the first-price auction models

Cites Work

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• Instrumental variable estimation of nonseparable models
• Iterative regularization methods for nonlinear ill-posed problems
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• An IV Model of Quantile Treatment Effects
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Nonparametric Estimation of Nonadditive Random Functions
• The practice of non‐parametric estimation by solving inverse problems: the example of transformation models

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