Examples of L^2-Complete and Boundedly-Complete Distributions
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 L^2-completeness condition that lies between completeness and bounded completeness. We construct broad (nonparametric) classes of distributions that are L^2-complete and boundedly complete. The distributions can have any marginal distributions and a wide range of strengths of dependence. Examples of L^2-incomplete distributions also are provided.
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- Xavier d'Haultfoeuille, 2006. "On the Completeness Condition in Nonparametric Instrumental Problems," Working Papers 2006-32, Center for Research in Economics and Statistics.
- D’Haultfoeuille, Xavier, 2011. "On The Completeness Condition In Nonparametric Instrumental Problems," Econometric Theory, Cambridge University Press, vol. 27(03), pages 460-471, June.
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