Iterative algorithm for non parametric estimation of the instrumental variables quantiles

被引：2
|
作者：
Feve, Frederique [1 ]
Florens, Jean-Pierre [1 ]
机构：
[1] Univ Toulouse 1, Toulouse Sch Econ, F-31042 Toulouse, France
来源：
ECONOMICS LETTERS | 2014年 / 123卷 / 03期
关键词：
Ill-posed integral equation; Landweber iteration; IV quantile; Kernel smoothing;
D O I：
10.1016/j.econlet.2014.03.007
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. (c) 2014 Elsevier B.V. All rights reserved.
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页码：300 / 304
页数：5
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