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.
引用
收藏
页码：300 / 304
页数：5
相关论文
共 50 条
  • [21] Instrumental Variables Estimation With Flexible Distributions
    Hansen, Christian
    McDonald, James B.
    Newey, Whitney K.
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2010, 28 (01) : 13 - 25
  • [22] INSTRUMENTAL VARIABLES ESTIMATION OF DIFFERENTIAL EQUATIONS
    ROBINSON, PM
    [J]. ECONOMETRICA, 1976, 44 (04) : 765 - 776
  • [23] Instrumental variables estimation with panel data
    Wooldridge, JM
    [J]. ECONOMETRIC THEORY, 2005, 21 (04) : 865 - 869
  • [24] Applied Nonparametric Instrumental Variables Estimation
    Horowitz, Joel L.
    [J]. ECONOMETRICA, 2011, 79 (02) : 347 - 394
  • [25] ESTIMATION OF NON-UNIQUE QUANTILES
    FELDMAN, D
    TUCKER, HG
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02): : 451 - &
  • [26] ESTIMATION OF NON-UNIQUE QUANTILES
    FELDMAN, D
    TUCKER, HG
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (05): : 1599 - &
  • [27] A fast non-parametric density estimation algorithm
    Egecioglu, O
    Srinivasan, A
    [J]. COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING, 1997, 13 (10): : 755 - 763
  • [28] Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
    Laksaci, Ali
    Maref, Fouzia
    [J]. COMPTES RENDUS MATHEMATIQUE, 2009, 347 (17-18) : 1075 - 1080
  • [29] Iterative approach for parametric PSF estimation
    Yasser Elmi
    Farzad Zargari
    Amir Masoud Rahmani
    [J]. Multimedia Tools and Applications, 2020, 79 : 29433 - 29450
  • [30] Iterative approach for parametric PSF estimation
    Elmi, Yasser
    Zargari, Farzad
    Rahmani, Amir Masoud
    [J]. MULTIMEDIA TOOLS AND APPLICATIONS, 2020, 79 (39-40) : 29433 - 29450
12345