Genericity of the completeness condition with constrained instruments

Isaac Loh

Economics Letters, 2023, vol. 224, issue C

Abstract: It is shown that, under regularity conditions commonly imposed for estimation, completeness becomes a topologically generic property of a widely used triangular nonparametric instrumental variables model. Hence, completeness can be a reasonable assumption with constrained (e.g. bounded support) instrumental variables.

Keywords: Completeness; Instrumental variables; Identification (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:224:y:2023:i:c:s016517652300023x

DOI: 10.1016/j.econlet.2023.110998

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