Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/125788
Authors: 
Dunker, Fabian
Year of Publication: 
2015
Series/Report no.: 
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 192
Abstract: 
In econometrics some nonparametric instrumental regression models and nonparametric demand models with endogeneity lead to nonlinear integral equations with unknown integral kernels. We prove convergence rates of the risk for the iteratively regularized Newton method applied to these problems. Compared to related results we relay on a weaker non-linearity condition and have stronger convergence results. We demonstrate by numerical simulations for a nonparametric IV regression problem with continuous instrument and regressor that the method produces better results than the standard method.
Subjects: 
nonparametric regression
instrumental variables
nonlinear inverse problems
iterative regularization
JEL: 
C13
C14
C31
C36
Document Type: 
Working Paper

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