Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5095478 | Journal of Econometrics | 2017 | 28 Pages |
Abstract
Completeness and bounded-completeness conditions are used increasingly in econometrics to obtain nonparametric identification in a variety of models from nonparametric instrumental variable regression to non-classical measurement error models. However, distributions that are known to be complete or boundedly complete are somewhat scarce. In this paper, we consider an L2-completeness condition that lies between completeness and bounded completeness. We construct broad (nonparametric) classes of distributions that are L2-complete and boundedly complete. The distributions can have any marginal distributions and a wide range of strengths of dependence. Examples of L2-incomplete distributions also are provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Donald W.K. Andrews,