-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.
Andrews, Donald W.K., "-Complete and Boundedly-Complete Distributions" (2011). Cowles Foundation Discussion Papers. 2145.