The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen (2005)) is a popular tool for estimating causal effects with endogenous covariates. However, estimation complicated by the nonsmoothness nonconvexity of IVQR GMM objective function. This paper shows that problem can be decomposed into set conventional subproblems which are convex solved efficiently. reformulatio...

In this paper, a new method for estimating the linear regression coefficients approximation is presented based on Z-numbers. In this model, observations are real numbers, regression coefficients and dependent variables (y) have values ​​for Z-numbers. To estimate the coefficients of this model, we first convert the linear regression model based on Z-numbers into two fuzzy linear regression mode...

Abstract We investigate a simple objective for nonlinear instrumental variable (IV) regression based on kernelized conditional moment restriction known as maximum (MMR). The MMR is formulated by maximizing the interaction between residual and instruments belonging to unit ball in reproducing kernel Hilbert space. First, it allows us simplify IV an empirical risk minimization problem, where func...