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On the Completeness Condition in Nonparametric Instrumental Problems

  • Xavier d'Haultfoeuille

    (Crest)

The notion of completeness between two random variables has been consideredrecently to provide identification in nonparametric instrumental problems. This conditionis quite abstract, however, and characterizations have been obtained only inspecial cases. The aim of this paper is to provide general sufficient conditions toachieve completeness or bounded completeness. The difference between these twonotions is stressed, and implications for the nonparametric instrumental regressionare given.

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Paper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 2006-32.

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Length: 16
Date of creation: 2006
Date of revision:
Handle: RePEc:crs:wpaper:2006-32
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  10. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
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  12. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, 01.
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