Iterative algorithm for non parametric estimation of the instrumental variables quantiles

DOI10.1016/J.ECONLET.2014.03.007zbMATH Open1293.65015OpenAlexW1988625536MaRDI QIDQ397934FDOQ397934

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

Recommendations

• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
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• Nonparametric instrumental variable estimation in practice
• Applied nonparametric instrumental variables estimation
• Quantile regression via iterative least squares computations
• Nonparametric instrumental variable derivative estimation

zbMATH Keywords

kernel smoothingLandweber iterationill-posed integral equationIV quantile

Mathematics Subject Classification ID

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

Cites Work

• An IV Model of Quantile Treatment Effects
• Identification and estimation of triangular simultaneous equations models without additivity
• Instrumental variable estimation of nonseparable models
• Title not available (Why is that?)
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Nonparametric Estimation of Nonadditive Random Functions
• Iterative regularization methods for nonlinear ill-posed problems
• Nonparametric instrumental variable estimation of structural quantile effects
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• The practice of non‐parametric estimation by solving inverse problems: the example of transformation models

Cited In (4)

• A functional estimation approach to the first-price auction models
• Algorithm 727: Quantile estimation using overlapping batch statistics
• Lattice algorithms for recursive instrumental variable methods
• Nonparametric instrumental variables estimation for efficiency frontier

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