Decentralization estimators for instrumental variable quantile regression models

DOI10.3982/QE1440zbMath1477.62078arXiv1812.10925MaRDI QIDQ5164486

Hiroaki Kaido, Kaspar Wüthrich

Publication date: 11 November 2021

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

Full work available at URL: https://arxiv.org/abs/1812.10925

zbMATH Keywords

bootstrapquantile regressioninstrumental variablescontraction mappingfixed-point estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

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