Iterative algorithm for non parametric estimation of the instrumental variables quantiles

DOI10.1016/J.ECONLET.2014.03.007zbMATH1293.65015OpenAlexW1988625536MaRDI QIDQ397934FDOQ397934

Authors Frédérique Fève, Jean-Pierre Florens

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

zbMATH Keywords

kernel smoothingLandweber iterationill-posed integral equationIV quantile

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 936298 (Why is no real title available?)
• An IV Model of Quantile Treatment Effects
• Identification and estimation of triangular simultaneous equations models without additivity
• Instrumental variable estimation of nonseparable models
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• Iterative regularization methods for nonlinear ill-posed problems
• Nonparametric Estimation of Nonadditive Random Functions
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Nonparametric instrumental variable estimation of structural quantile effects
• The practice of non‐parametric estimation by solving inverse problems: the example of transformation models

Cited in

(5)

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

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