Document Type
Discussion Paper
Publication Date
5-1-2011
CFDP Number
1801
CFDP Pages
25
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 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.
Recommended Citation
Andrews, Donald W.K., "Examples of L 2 -Complete and Boundedly-Complete Distributions" (2011). Cowles Foundation Discussion Papers. 2145.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2145