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.
Ill-posed integral equation; Landweber iteration; IV quantile; Kernel smoothing;
- C14: Semiparametric and Nonparametric Methods: General
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.
Economics Letters, Elsevier, vol. 123, n. 3, June 2014, pp. 300–304