Iterative algorithm for non parametric estimation of the instrumental variables quantiles

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 123
Issue: 3
Pages: 300-304

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:123:y:2014:i:3:p:300-304
Journal Field
General
Author Count
2
Added to Database
2026-01-25