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On the Completeness Condition in Nonparametric Instrumental Problems

Xavier D'Haultfoeuille

No 2006-32, Working Papers from Center for Research in Economics and Statistics

Abstract: 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.

Pages: 16
Date: 2006
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Citations: View citations in EconPapers (22)

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Journal Article: ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS (2011) Downloads
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